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Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses

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  • Taisuke Otsu

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  • Taisuke Otsu, 2009. "Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 773-787, December.
    • Handle: RePEc:spr:aistmt:v:61:y:2009:i:4:p:773-787
    DOI: 10.1007/s10463-008-0172-6
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    References listed on IDEAS

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    1. Whitney K. Newey & Richard J. Smith, 2004. "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, vol. 72(1), pages 219-255, January.
    2. Yuichi Kitamura, 2001. "Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Econometrica, Econometric Society, vol. 69(6), pages 1661-1672, November.
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    Cited by:

    1. Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, vol. 157(2), pages 248-256, August.

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