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- Publisher Website: 10.1016/j.jeconom.2013.08.037
- Scopus: eid_2-s2.0-84889092012
- WOS: WOS:000329961000017
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Article: On empirical likelihood statistical functions
| Title | On empirical likelihood statistical functions |
|---|---|
| Authors | |
| Keywords | Empirical likelihood Quantile estimation Uniform CLT Uniform SLLN |
| Issue Date | 2014 |
| Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom |
| Citation | Journal of Econometrics, 2014, v. 178, p. 613-623 How to Cite? |
| Abstract | 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. © 2013 Elsevier B.V. All rights reserved. |
| Persistent Identifier | http://hdl.handle.net/10722/221697 |
| ISSN | 2023 Impact Factor: 9.9 2023 SCImago Journal Rankings: 9.161 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Yuan, A | - |
| dc.contributor.author | Xu, J | - |
| dc.contributor.author | Zheng, G | - |
| dc.date.accessioned | 2015-12-04T15:29:10Z | - |
| dc.date.available | 2015-12-04T15:29:10Z | - |
| dc.date.issued | 2014 | - |
| dc.identifier.citation | Journal of Econometrics, 2014, v. 178, p. 613-623 | - |
| dc.identifier.issn | 0304-4076 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/221697 | - |
| dc.description.abstract | 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. © 2013 Elsevier B.V. All rights reserved. | - |
| dc.language | eng | - |
| dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom | - |
| dc.relation.ispartof | Journal of Econometrics | - |
| dc.subject | Empirical likelihood | - |
| dc.subject | Quantile estimation | - |
| dc.subject | Uniform CLT | - |
| dc.subject | Uniform SLLN | - |
| dc.title | On empirical likelihood statistical functions | - |
| dc.type | Article | - |
| dc.identifier.email | Xu, J: xujf@hku.hk | - |
| dc.identifier.authority | Xu, J=rp02086 | - |
| dc.identifier.doi | 10.1016/j.jeconom.2013.08.037 | - |
| dc.identifier.scopus | eid_2-s2.0-84889092012 | - |
| dc.identifier.volume | 178 | - |
| dc.identifier.spage | 613 | - |
| dc.identifier.epage | 613 | - |
| dc.identifier.epage | 623 | - |
| dc.identifier.isi | WOS:000329961000017 | - |
| dc.identifier.issnl | 0304-4076 | - |