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Empirical likelihood estimation based on simulated moment conditions.

Wang, X. (2014) 'Empirical likelihood estimation based on simulated moment conditions.', Journal of mathematics and statistics., 10 (2). pp. 111-116.

Abstract

In this study we discuss the optimization of the Empirical Likelihood (EL) criterion function when the moment condition is nonstandard. We deal with this issue following the Method of Simulated Moment (MSM) introduced and we use importance sampling method to smooth discrete moment conditions. We have demonstrated the convergence and asymptotic normality of the empirical likelihood estimator from the simulated moment conditions.

Item Type:Article
Full text:(AM) Accepted Manuscript
First Live Deposit - 10 March 2017
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Full text:(VoR) Version of Record
First Live Deposit - 10 March 2017
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Status:Peer-reviewed
Publisher Web site:https://doi.org/10.3844/jmssp.2014.111.116
Publisher statement:© 2014 Xing Wang. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
Record Created:10 Mar 2017 09:44
Last Modified:10 Mar 2017 16:10

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