On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
ContributorsMonti, Anna Clara; Ronchetti, Elvezio
Published inBiometrika, vol. 80, no. 2, p. 329-338
Publication date1993
Abstract
Keywords
- Empirical bootstrap likelihood
- Empirical likelihood
- Influence function
- M-estimator
- Nonparametric confidence regions
- Saddlepoint approximation
- Small sample asymptotics
Citation (ISO format)
MONTI, Anna Clara, RONCHETTI, Elvezio. On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators. In: Biometrika, 1993, vol. 80, n° 2, p. 329–338. doi: 10.1093/biomet/80.2.329
Identifiers
- PID : unige:23214
- DOI : 10.1093/biomet/80.2.329
ISSN of the journal0006-3444