Empirical Phi-discrepancies and quasi-empirical likelihood: exponential bounds
We review some recent extensions of the so-called generalized empirical likelihood method, when the Kullback distance is replaced by some general convex divergence. We propose to use, instead of empirical likelihood, some regularized form or quasi-empirical likelihood m...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2015-10-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201551012 |