Testing with exponentially tilted empirical likelihood

DOI10.1007/s11009-018-9620-9zbMath1411.62047OpenAlexW2793587734MaRDI QIDQ1739343

Xianqiang Yang

Publication date: 26 April 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9620-9

zbMATH Keywords

empirical likelihoodmodel misspecificationphi-divergence measuresempirical phi-divergence test statistics

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Robust empirical likelihood

Cites Work

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