Semiparametric inference with a functional-form empirical likelihood

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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. (C) 2013 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved
Publisher
KOREAN STATISTICAL SOC
Issue Date
2014-06
Language
English
Article Type
Article
Keywords

GENERALIZED-METHOD; MOMENTS ESTIMATORS; LARGE-SAMPLE; INFORMATION; MODELS; TESTS

Citation

JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.43, no.2, pp.201 - 214

ISSN
1226-3192
DOI
10.1016/j.jkss.2013.07.005
URI
http://hdl.handle.net/10203/212996
Appears in Collection
MA-Journal Papers(저널논문)
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