Testing with exponentially tilted empirical likelihood
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Publication:1739343
DOI10.1007/s11009-018-9620-9zbMath1411.62047MaRDI QIDQ1739343
Publication date: 26 April 2019
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-018-9620-9
empirical likelihood; model misspecification; phi-divergence measures; empirical phi-divergence test statistics
62F35: Robustness and adaptive procedures (parametric inference)
62F05: Asymptotic properties of parametric tests