Dr Xing Wang xing.wang@durham.ac.uk
Assistant Professor
Empirical Likelihood Estimation Based on Simulated Moment Conditions
Wang, X.
Authors
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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Accepted Journal Article
(136 Kb)
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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.
Published Journal Article
(136 Kb)
PDF
Publisher Licence URL
http://creativecommons.org/licenses/by/4.0/
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