On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

DOI10.3982/ECTA8773zbMath1274.62321OpenAlexW3126062394MaRDI QIDQ2859059

Yuichi Kitamura, Azeem M. Shaikh, Andres Santos

Publication date: 6 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta8773

zbMATH Keywords

large deviationsempirical likelihoodmoment restrictionsHoeffding optimality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Point estimation (62F10)

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