Combined and least squares empirical likelihood

DOI10.1023/A:1003760813552zbMath0946.62018OpenAlexW2056054200MaRDI QIDQ1293650

Song Xi Chen, Bruce M. Brown

Publication date: 29 June 1999

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003760813552

zbMATH Keywords

meanmedianempirical likelihoodmaximum likelihood estimateleast squares empirical likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (11)

Estimation and inference in the case of competing sets of estimating equations ⋮ Asymptotic equivalence of empirical likelihood and Bayesian MAP ⋮ Calibration of the empirical likelihood for high-dimensional data ⋮ Rejoinder on: A review on empirical likelihood methods for regression ⋮ Reweighted nonparametric likelihood inference for linear functionals ⋮ Empty set problem of maximum empirical likelihood methods ⋮ A test for model specification of diffusion processes ⋮ Efficient M-estimators with auxiliary information ⋮ SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION ⋮ Blockwise empirical entropy tests for time series regressions ⋮ Bartlett-type adjustments for empirical discrepancy test statistics

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