On the finite-sample properties of conditional empirical likelihood estimators

DOI10.1080/03610918.2014.999090zbMath1362.62097OpenAlexW2134658221MaRDI QIDQ2974954

Zsolt Sándor, Federico Crudu

Publication date: 11 April 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11365/1004661

zbMATH Keywords

heteroscedasticitycross-validationweak instrumentsconditional empirical likelihoodconditional Euclidean likelihood

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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