Estimating equations, empirical likelihood and constraints on parameters

DOI10.2307/3315441zbMath0839.62059OpenAlexW1987615427MaRDI QIDQ4855330

Jerry F. Lawless, Jing Qin

Publication date: 14 December 1995

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315441

zbMATH Keywords

simulationsestimating equationsempirical likelihoodWald testslikelihood-ratio testsLagrange-multiplier testssmall-sample corrections

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

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Cites Work

• Unnamed Item
• Empirical likelihood ratio confidence regions
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Empirical likelihood is Bartlett-correctable
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Empirical likelihood ratio confidence intervals for a single functional
• Comparison of parametric and empirical likelihood functions
• Maximum Likelihood Estimation of Misspecified Models

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