Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144691 | Journal of the Korean Statistical Society | 2014 | 14 Pages |
Abstract
A functional-form empirical likelihood method is proposed as an alternative method to the empirical likelihood method. The proposed method has the same asymptotic properties as the empirical likelihood method but has more flexibility in choosing the weight construction. Because it enjoys the likelihood-based interpretation, the profile likelihood ratio test can easily be constructed with a chi-square limiting distribution. Some computational details are also discussed, and results from finite-sample simulation studies are presented.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Sixia Chen, Jae Kwang Kim,