A review of empirical likelihood

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Abstract

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 languageEnglish (US)
Pages (from-to)329-344
Number of pages16
JournalAnnual Review of Statistics and Its Application
Volume8
DOIs
StatePublished - Mar 7 2021

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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