On empirical likelihood statistical functions

We consider the empirical likelihood method for estimation of distribution and quantile functions where side information is incorporated through moment conditions. We systematically study the asymptotic properties of the estimators, such as the uniform strong laws of large numbers and weak convergence over classes of functions. Two Monte Carlo examples are also given to illustrate the practical utility of the method.

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Year of publication:	2014
Authors:	Yuan, Ao ; Xu, Jinfeng ; Zheng, Gang
Published in:	Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 178.2014, P3, p. 613-623
Publisher:	Elsevier
Subject:	Empirical likelihood \| Quantile estimation \| Uniform SLLN \| Uniform CLT

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Type of publication:	Article
Classification:	C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010730123