Robust Empirical Likelihood

被引：0

作者：

Keziou, Amor ^{[1
]}

Toma, Aida ^{[2
,3
]}

机构：

[1] Univ Reims, Lab Math Reims LMR CNRS UMR 9008, UFR Sci Exactes & Nat Moulin Housse, BP 1039, F-51687 Reims 2, France

[2] Bucharest Univ Econ Studies, Dept Appl Math, Piata Romana 6, Bucharest, Romania

[3] Romanian Acad, Gheorghe Mihoc Caius Iacob Inst Math Stat & Appl, Bucharest, Romania

来源：

GEOMETRIC SCIENCE OF INFORMATION (GSI 2021) | 2021年 / 12829卷

关键词：

Moment condition models; Robustness; Divergence measures; GENERALIZED-METHOD; SAMPLE PROPERTIES; MOMENTS; DIVERGENCES; GMM; ESTIMATORS; DUALITY;

D O I：

10.1007/978-3-030-80209-7_90

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper, we present a robust version of the empirical likelihood estimator for semiparametric moment condition models. This estimator is obtained by minimizing the modified Kullback-Leibler divergence, in its dual form, using truncated orthogonality functions. Some asymptotic properties regarding the limit laws of the estimators are stated.

引用

页码：841 / 848

页数：8

共 50 条

[1] A Robust Version of the Empirical Likelihood Estimator
Keziou, Amor
Toma, Aida
[J]. MATHEMATICS, 2021, 9 (08)
[2] Robust empirical likelihood for time series
Chen, Kun
Huang, Rui
[J]. JOURNAL OF TIME SERIES ANALYSIS, 2021, 42 (01) : 4 - 18
[3] Robust empirical likelihood inference for longitudinal data
Qin, Guoyou
Bai, Yang
Zhu, Zhongyi
[J]. STATISTICS & PROBABILITY LETTERS, 2009, 79 (20) : 2101 - 2108
[4] Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach
Duchi, John C.
Glynn, Peter W.
Namkoong, Hongseok
[J]. MATHEMATICS OF OPERATIONS RESEARCH, 2021, 46 (03) : 946 - 969
[5] Robust empirical likelihood for linear models under median constraints
Shi, J
Lau, TS
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1999, 28 (10) : 2465 - 2476
[6] Generalized empirical likelihood specification test robust to local misspecification
Li, Haiqi
Fan, Rui
Park, Sung Y.
[J]. ECONOMICS LETTERS, 2018, 171 : 149 - 153
[7] Robust penalized empirical likelihood estimation method for linear regression
Arslan, Olcay
Ozdemir, Senay
[J]. STATISTICS, 2023, 57 (02) : 423 - 443
[8] Doubly robust estimation and robust empirical likelihood in generalized linear models with missing responses
Liugen Xue
[J]. Statistics and Computing, 2024, 34
[9] Doubly robust estimation and robust empirical likelihood in generalized linear models with missing responses
Xue, Liugen
[J]. STATISTICS AND COMPUTING, 2024, 34 (01)
[10] Spatial median depth-based robust adjusted empirical likelihood
Wang, Lei
Li, Wendong
Liu, Guanfu
Pu, Xiaolong
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2015, 27 (04) : 485 - 502

← 1 2 3 4 5 →