Computing generalized method of moments and generalized empirical likelihood with R

Journal of Statistical Software

Volumn 34, Issue 11, 2010, Pages 1-35

  Chaussé, Pierre ^a  

^a UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

Author keywords

Continuous updated estimator; Empirical likelihood; Exponential tilting; Exponentially tilted empirical likelihood; Generalized empirical likelihood; Generalized method of moments; R

Indexed keywords

EID: 77955153344     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v034.i11     Document Type: Article

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