On Bahadur efficiency of empirical likelihood (Q736517): Difference between revisions

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+Q3845761
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+Rates of Convergence of Estimates and Test Statistics
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+Q5671986
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+Techniques of variational analysis
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+Moment-matching and best entropy estimation
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+Hodges-Lehmann optimality for testing moment conditions
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+Estimation and Confidence Regions for Parameter Sets in Econometric Models
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Large Sample Properties of Generalized Method of Moments Estimators
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+The Efficiency of Some Nonparametric Competitors of the $t$-Test
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+Asymptotically Optimal Tests for Multinomial Distributions
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+GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
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+Information Theoretic Approaches to Inference in Moment Condition Models
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+Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
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+On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Asymptotic Efficiency of Nonparametric Tests
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+Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
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+Empirical likelihood ratio confidence intervals for a single functional
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+On large-deviation efficiency in statistical inference
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+Empirical likelihood and general estimating equations
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+On a Theorem of Bahadur on the Rate of Convergence of Test Statistics
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+Point estimation with exponentially tilted empirical likelihood
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+On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
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+Testing conditional moment restrictions
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+On universal hypotheses testing via large deviations
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