On the asymptotic optimality of empirical likelihood for testing moment restrictions

DOI10.3982/ECTA8773MaRDI QIDQ2859059zbMATH OpenOpenAlexFDO

Authors 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

empirical likelihoodlarge deviationsmoment restrictionsHoeffding optimality

Mathematics Subject Classification ID

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

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Cited in

(14)

• Tests for stochastic ordering under biased sampling
• Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
• Nonparametric testing for multiple survival functions with noninferiority margins
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
• A unified empirical likelihood approach for testing MCAR and subsequent estimation
• Empirical likelihood based tests for stochastic ordering under right censorship
• Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
• EL inference for partially identified models: large deviations optimality and bootstrap validity
• On Bahadur efficiency of empirical likelihood
• A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
• Bahadur intercept with applications to one-sided testing
• Second-order refinement of empirical likelihood for testing overidentifying restrictions
• Hodges-Lehmann optimality for testing moment conditions
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit

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