Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
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Publication:3518461
DOI10.1080/07474930801960410zbMath1140.62025OpenAlexW2068823148MaRDI QIDQ3518461
Publication date: 8 August 2008
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930801960410
Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05)
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