COMPARISON OF EXTENDED EMPIRICAL LIKELIHOOD METHODS: SIZE AND SHAPE OF TEST BASED CONFIDENCE REGIONS
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DOI: 10.5705/ss.202015.0410
Abstract: Empirical likelihood is a general non-parametric inference methodology. It uses likelihood principle in a way that is analogous to that of parametric likelihoods. In a wide range of applications the methodology was shown to provide… read more here.
Keywords: methodology; likelihood; empirical likelihood; comparison extended ... See more keywords