On Bartlett correction of empirical likelihood for regularly spaced spatial data

2019 ◽  
Vol 47 (3) ◽  
pp. 455-472
Author(s):  
Kun Chen ◽  
Ngai H. Chan ◽  
Man Wang ◽  
Chun Y. Yau
Keyword(s):  
Empirical Likelihood ◽  
Spatial Data ◽  
Bartlett Correction

On the non-standard distribution of empirical likelihood estimators with spatial data

2017 ◽  
Vol 187 ◽  
pp. 109-114
Author(s):  
Matthew Van Hala ◽  
Soutir Bandyopadhyay ◽  
Soumendra N. Lahiri ◽  
Daniel J. Nordman
Keyword(s):  
Empirical Likelihood ◽  
Spatial Data ◽  
Standard Distribution

scholarly journals SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS

2012 ◽  
Vol 29 (2) ◽  
pp. 324-353 ◽  
Author(s):  
Yukitoshi Matsushita ◽  
Taisuke Otsu
Keyword(s):  
Hypothesis Testing ◽  
Empirical Likelihood ◽  
Second Order ◽  
Moment Condition ◽  
Simulation Studies ◽  
Bartlett Correction ◽  
Order Analysis ◽  
Adjusted Empirical Likelihood ◽  
The One

This paper studies second-order properties of the empirical likelihood overidentifying restriction test to check the validity of moment condition models. We show that the empirical likelihood test is Bartlett correctable and suggest second-order refinement methods for the test based on the empirical Bartlett correction and adjusted empirical likelihood. Our second-order analysis supplements the one in Chen and Cui (2007, Journal of Econometrics141, 492–516) who considered parameter hypothesis testing for overidentified models. In simulation studies we find that the empirical Bartlett correction and adjusted empirical likelihood assisted by bootstrapping provide reasonable improvements for the properties of the null rejection probabilities.

scholarly journals A frequency domain empirical likelihood method for irregularly spaced spatial data

2015 ◽  
Vol 43 (2) ◽  
pp. 519-545 ◽  
Author(s):  
Soutir Bandyopadhyay ◽  
Soumendra N. Lahiri ◽  
Daniel J. Nordman
Keyword(s):  
Frequency Domain ◽  
Empirical Likelihood ◽  
Spatial Data ◽  
Likelihood Method ◽  
Empirical Likelihood Method
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