Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It al

Owen, Art B.

Empirical Likelihood. EL for Random Vectors. Regression and Modeling. Symmetry and Independence. Imperfectly Observed Data. Curve Estimation. Dependent Data. Hybrids and Connections. Some Proofs. Algorithms. Higher Order Asymptotics.