Divergences and duality for estimation and test under moment condition models (Q447621): Difference between revisions

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+Empirical likelihood as a goodness-of-fit measure
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+Empirical likelihood in some semiparametric models
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+Minimization of φ-divergences on sets of signed measures
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+Parametric estimation and tests through divergences and the duality technique
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+Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
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+Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
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+Miscellanea. Bartlett adjustment of empirical discrepancy statistics
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+Q3687500
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+Q5737389
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+An extension of quasi-likelihood estimation
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+GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
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+Adjustment by minimum discriminant information
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Extending the scope of empirical likelihood
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+One-Step Estimators for Over-Identified Generalized Method of Moments Models
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+Dual representation of \(\phi\)-divergences and applications.
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+Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
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+Q3828880
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+Q3716094
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood for linear models
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood and general estimating equations
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+Q5638112
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+Point estimation with exponentially tilted empirical likelihood
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+Robust tests based on dual divergence estimators and saddlepoint approximations
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+Asymptotic Statistics
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+Maximum Likelihood Estimation of Misspecified Models
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