On Bartlett correction of empirical likelihood in the presence of nuisance parameters Export

@article{chen:cui:2006, abstract = {Lazar \& Mykland (1999) showed that an empirical likelihood defined by two estimating equations with a nuisance parameter need not be Bartlett-correctable. This paper shows that Bartlett correction of empirical likelihood in the presence of a nuisance parameter depends critically on the way the nuisance parameter is removed when formulating the likelihood for the parameter of interest. We establish in the broad framework of estimating functions that the empirical likelihood is still Bartlett-correctable if the nuisance parameter is profiled out given the value of the parameter of interest. 10.1093/biomet/93.1.215}, author = {Chen, Song X. and Cui, Hengjian}, citeulike-article-id = {543029}, citeulike-linkout-0 = {http://dx.doi.org/10.1093/biomet/93.1.215}, citeulike-linkout-1 = {http://biomet.oxfordjournals.org/cgi/content/abstract/93/1/215}, citeulike-linkout-2 = {http://www.ingentaconnect.com/content/oup/biomet/2006/00000093/00000001/art00215}, day = {1}, doi = {10.1093/biomet/93.1.215}, issn = {0006-3444}, journal = {Biometrika}, keywords = {bartlett\_correction, empirical\_likelihood, higher\_order\_asymptotics}, month = {March}, number = {1}, pages = {215--220}, posted-at = {2009-07-09 21:28:35}, priority = {2}, publisher = {Oxford University Press}, title = {On Bartlett correction of empirical likelihood in the presence of nuisance parameters}, url = {http://dx.doi.org/10.1093/biomet/93.1.215}, volume = {93}, year = {2006} }

TY - JOUR ID - chen:cui:2006 L3 - citeulike-article-id:543029 N2 - Lazar & Mykland (1999) showed that an empirical likelihood defined by two estimating equations with a nuisance parameter need not be Bartlett-correctable. This paper shows that Bartlett correction of empirical likelihood in the presence of a nuisance parameter depends critically on the way the nuisance parameter is removed when formulating the likelihood for the parameter of interest. We establish in the broad framework of estimating functions that the empirical likelihood is still Bartlett-correctable if the nuisance parameter is profiled out given the value of the parameter of interest. 10.1093/biomet/93.1.215 IS - 1 JF - Biometrika SN - 0006-3444 EP - 220 TI - On Bartlett correction of empirical likelihood in the presence of nuisance parameters PB - Oxford University Press VL - 93 SP - 215 KW - bartlett_correction KW - empirical_likelihood KW - higher_order_asymptotics AU - Chen, Song AU - Cui, Hengjian PY - 2006/03/01/ UR - http://dx.doi.org/10.1093/biomet/93.1.215 ER -