Fang, Kai-tai; Mukerjee, Rahul - In: Biometrika 92 (2005) 2, pp. 499-503
We consider a very general class of empirical discrepancy statistics that includes the Cressie--Read discrepancy statistics and, in particular, the empirical likelihood ratio statistic. Higher-order asymptotics for expected lengths of associated confidence intervals are investigated. An explicit...