The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
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Publication:1858925
DOI10.1016/S0304-4076(01)00113-0zbMath1088.62505WikidataQ56806310 ScholiaQ56806310MaRDI QIDQ1858925
Publication date: 17 February 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
likelihoodentropygeneralized method of momentsmethod of momentsempirical likelihoodestimating functionhistory of estimationKarl Pearson's goodness-of-fit statisticpower divergence criterion
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