Empirical likelihood is a popular nonparametric analog of the usual parametric likelihood, inheriting many of the large-sample properties of the latter construct. This article presents a review of the empirical likelihood approach from its introduction 30 years ago, up to recent theoretical developments. Aspects of computation and connections between empirical likelihood and other likelihood-type quantities are also explored. The article ends with a discussion of some directions for future research.
|Original language||English (US)|
|Number of pages||16|
|Journal||Annual Review of Statistics and Its Application|
|State||Published - Mar 7 2021|
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty