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About: Empirical likelihood     Goto   Sponge   NotDistinct   Permalink

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Type: softwareyago:Abstraction100002137yago:Arrangement105726596yago:Cognition100023271yago:Distribution105729036yago:PsychologicalFeature100023100yago:Structure105726345yago:WikicatFittingProbabilityDistributions New Facet based on Instances of this Class

Empirical likelihood (EL) is a nonparametric method that requires fewer assumptions about the error distribution while retaining some of the merits in likelihood-based inference. The estimation method requires that the data are independent and identically distributed (iid). It performs well even when the distribution is asymmetric or censored. EL methods can also handle constraints and prior information on parameters. Art Owen pioneered work in this area with his 1988 paper.