Robust empirical likelihood

DOI10.1007/978-3-030-80209-7_90MaRDI QIDQ2117953zbMATH OpenOpenAlexFDO

Authors Amor Keziou, Aida Toma

Publication date 22 March 2022

Full work available at URL https://doi.org/10.1007/978-3-030-80209-7_90

zbMATH Keywords

robustnessdivergence measuresmoment condition models

Mathematics Subject Classification ID

Parametric inference (62Fxx)

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Divergences and duality for estimation and test under moment condition models
• Dual divergence estimators and tests: robustness results
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Large Sample Properties of Generalized Method of Moments Estimators
• Minimization of φ-divergences on sets of signed measures
• One-Step Estimators for Over-Identified Generalized Method of Moments Models
• Parametric estimation and tests through divergences and the duality technique
• Point estimation with exponentially tilted empirical likelihood
• Robust inference with GMM estimators
• Robust small sample accurate inference in moment condition models
• Robust tests based on dual divergence estimators and saddlepoint approximations
• Robustness of dual divergence estimators for models satisfying linear constraints
• Testing with exponentially tilted empirical likelihood

Cited in

(3)

• Computing Robust Statistics via an EM Algorithm
• Robust likelihood inference for public policy
• Practical robust estimators for the imprecise Dirichlet model

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