A Robust Version of the Empirical Likelihood Estimator
In this paper, we introduce 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. We prove the robustness and the...
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| Hauptverfasser: | , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2021-04-01
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| Schriftenreihe: | Mathematics |
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| Online-Zugang: | https://www.mdpi.com/2227-7390/9/8/829 |
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