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Empirical Likelihood Estimation Based on Simulated Moment Conditions (2014)
Journal Article
Wang, X. (2014). Empirical Likelihood Estimation Based on Simulated Moment Conditions. Journal of mathematics and statistics, 10(2), 111-116. https://doi.org/10.3844/jmssp.2014.111.116

In this study we discuss the optimization of the Empirical Likelihood (EL) criterion function when the moment condition is nonstandard. We deal with this issue following the Method of Simulated Moment (MSM) introduced and we use importance sampling m... Read More about Empirical Likelihood Estimation Based on Simulated Moment Conditions.

The efficiency of empirical likelihood with nuisance parameters (2014)
Journal Article
Wang, X. (2014). The efficiency of empirical likelihood with nuisance parameters. Journal of mathematics and statistics, 10(2), 125-129. https://doi.org/10.3844/jmssp.2014.125.129

In this study we check the asymptotic efficiency of empirical likelihood in the presence of nuisance parameters combined with augmented moment conditions. We show that in the presence of nuisance parameters, the asymptotic efficiency of the empirical... Read More about The efficiency of empirical likelihood with nuisance parameters.