Robust empirical likelihood

DOI10.1007/978-3-030-80209-7_90OpenAlexW3179394105MaRDI QIDQ2117953FDOQ2117953

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

• Title not available (Why is that?)
• Large Sample Properties of Generalized Method of Moments Estimators
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Empirical likelihood and general estimating equations
• Empirical likelihood
• Point estimation with exponentially tilted empirical likelihood
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Robust inference with GMM estimators
• Dual divergence estimators and tests: robustness results
• Robust tests based on dual divergence estimators and saddlepoint approximations
• One-Step Estimators for Over-Identified Generalized Method of Moments Models
• Minimization of φ-divergences on sets of signed measures
• Robustness of dual divergence estimators for models satisfying linear constraints
• Divergences and duality for estimation and test under moment condition models
• Parametric estimation and tests through divergences and the duality technique
• Testing with exponentially tilted empirical likelihood
• Robust small sample accurate inference in moment condition models

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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