Estimating equations, empirical likelihood and constraints on parameters
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Publication:4855330
DOI10.2307/3315441zbMath0839.62059OpenAlexW1987615427MaRDI QIDQ4855330
Publication date: 14 December 1995
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315441
simulationsestimating equationsempirical likelihoodWald testslikelihood-ratio testsLagrange-multiplier testssmall-sample corrections
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)
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- Maximum-Likelihood Estimation of Parameters Subject to Restraints
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- Comparison of parametric and empirical likelihood functions
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