Empirical likelihood in some semiparametric models

DOI10.3150/bj/1145993976zbMath1099.62046OpenAlexW2092427223MaRDI QIDQ850746

Patrice Bertail

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1145993976

zbMATH Keywords

Hadamard differentiabilitysemiparametric modelsempirical processempirical likelihoodBartlett correctionDonsker classbias sampling models

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Related Items (15)

A Weighted Bootstrap Procedure for Divergence Minimization Problems ⋮ Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Empirical likelihood confidence tubes for functional parameters in plug-in estimation ⋮ A simple derivation of the efficiency bound for conditional moment restriction models ⋮ Two-step semiparametric empirical likelihood inference ⋮ Penalized empirical likelihood for semiparametric models with a diverging number of parameters ⋮ Rejoinder on: A review on empirical likelihood methods for regression ⋮ Divergences and duality for estimation and test under moment condition models ⋮ Inference in ϕ-families of distributions ⋮ Optimal experimental design criterion for discriminating semiparametric models ⋮ Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals ⋮ Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach ⋮ Using Empirical Likelihood to Combine Data: Application to Food Risk Assessment ⋮ A penalized empirical likelihood method in high dimensions ⋮ Extending the scope of empirical likelihood

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