2014/03/26 by Zhengyuan Gao, Gao, Zhengyuan
Computer Science · Mathematics · #62F12 #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1403.6782
openalex publication_date 2014/03/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This paper proposes a local representation for Empirical Likelihood (EL). EL admits the classical local linear quadratic representation by its likelihood ratio property. A local estimator is derived by using the new representation. Consistency, local asymptotic normality, and asymptotic optimality results hold for the new estimator. In particular, when the regularity conditions do not include any differentiability assumption, these asymptotic results are still valid for the local estimator. Simulations illustrate that the local method improves the inference accuracy of EL.