Israelov, Roni; Lugauer, Steven - In: Statistics & Probability Letters 81 (2011) 9, pp. 1339-1347
This paper proposes an estimator combining empirical likelihood (EL) and the generalized method of moments (GMM) by allowing the sample average moment vector to deviate from zero and the sample weights to deviate from n-1. The new estimator may be adjusted through free parameter [delta][set...