Zhao, Weihua; Zhang, Riquan; Liu, Yukun; Liu, Jicai - In: Statistical Papers 56 (2015) 2, pp. 411-430
In this paper, we consider how to yield a robust empirical likelihood estimation for regression models. After introducing modal regression, we propose a novel empirical likelihood method based on modal regression estimation equations, which has the merits of both robustness and high inference...
