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A Review of Empirical Likelihood
Annual Review of Statistics and Its Application ( IF 7.4 ) Pub Date : 2021-03-08 , DOI: 10.1146/annurev-statistics-040720-024710
Nicole A. Lazar 1
Affiliation  

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.

中文翻译:


经验似然性评述

经验似然是通常的参数似然的流行非参数类比,它继承了后者构造的许多大样本特性。本文介绍了经验似然方法的回顾,从30年前的引入一直到最近的理论发展。还探讨了计算方面以及经验似然与其他似然类型数量之间的联系。本文最后讨论了未来研究的一些方向。

更新日期:2021-03-09
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