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Empirical Likelihood Estimation Based on Simulated Moment Conditions

Wang, X.

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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.

Citation

Wang, X. (2014). Empirical Likelihood Estimation Based on Simulated Moment Conditions. Journal of mathematics and statistics, 10(2), 111-116. https://doi.org/10.3844/jmssp.2014.111.116

Journal Article Type Article
Acceptance Date Feb 16, 2014
Online Publication Date Feb 17, 2014
Publication Date Feb 17, 2014
Deposit Date Mar 9, 2017
Publicly Available Date Mar 28, 2024
Journal Journal of Mathematics and Statistics
Print ISSN 1549-3644
Electronic ISSN 1558-6359
Publisher Science Publications
Peer Reviewed Peer Reviewed
Volume 10
Issue 2
Pages 111-116
DOI https://doi.org/10.3844/jmssp.2014.111.116
Public URL https://durham-repository.worktribe.com/output/1391715

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Copyright 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.





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