Combined and Least Squares Empirical Likelihood

@article{Brown1998CombinedAL,
  title={Combined and Least Squares Empirical Likelihood},
  author={B. M. Brown and Song Xi Chen},
  journal={Annals of the Institute of Statistical Mathematics},
  year={1998},
  volume={50},
  pages={697-714}
}
In conventional empirical likelihood, there is exactly one structural constraint for every parameter. In some circumstances, additional constraints are imposed to reflect additional and sought-after features of statistical analysis. Such an augmented scheme uses the implicit power of empirical likelihood to produce very natural adaptive statistical methods, free of arbitrary tuning parameter choices, and does have good asymptotic properties. The price to be paid for such good properties is in… CONTINUE READING

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