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Combined and least squares empirical likelihood


Brown, BM and Chen, SX, Combined and least squares empirical likelihood, Annaly Institute of Statistical Mathematics, 50, (4) pp. 697-714. ISSN 0020-3157 (1998) [Refereed Article]

DOI: doi:10.1023/A:1003760813552


In conventional empirical likelihood, there is exactly one structural constraint for every parameter. In some circumstances, additional constraints are imposed to reflect additional and sought-after features of statistical analysis. Such an augmented scheme uses the implicit power of empirical likelihood to produce very natural adaptive statistical methods, free of arbitrary tuning parameter choices, and does have good asymptotic properties. The price to be paid for such good properties is in extra computational difficulty. To overcome the computational difficulty, we propose a 'least-squares' version of the empirical likelihood. The method is illustrated by application to the case of combined empirical likelihood for the mean and the median in one sample location inference.

Item Details

Item Type:Refereed Article
Research Division:Mathematical Sciences
Research Group:Pure mathematics
Research Field:Algebra and number theory
Objective Division:Expanding Knowledge
Objective Group:Expanding knowledge
Objective Field:Expanding knowledge in the mathematical sciences
UTAS Author:Brown, BM (Dr Bruce Brown)
ID Code:14311
Year Published:1998
Web of Science® Times Cited:9
Deposited By:Mathematics
Deposited On:1998-08-01
Last Modified:2011-08-09

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