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A note on the asymptotic behaviour of empirical likelihood statistics

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  • Gianfranco Adimari
  • Annamaria Guolo

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  • Gianfranco Adimari & Annamaria Guolo, 2010. "A note on the asymptotic behaviour of empirical likelihood statistics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 463-476, November.
    • Handle: RePEc:spr:stmapp:v:19:y:2010:i:4:p:463-476
    DOI: 10.1007/s10260-010-0137-9
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    References listed on IDEAS

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    1. Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007. "Empirical likelihood confidence intervals for the mean of a long‐range dependent process," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 576-599, July.
    2. Chan, Ngai Hang & Ling, Shiqing, 2006. "Empirical Likelihood For Garch Models," Econometric Theory, Cambridge University Press, vol. 22(3), pages 403-428, June.
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    Cited by:

    1. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2017. "Empirical likelihood ratio in penalty form and the convex hull problem," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 507-529, November.

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