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Empirical likelihood

Index Empirical likelihood

Empirical likelihood (EL) is an estimation method in statistics. [1]

12 relations: Biometrika, Bootstrapping (statistics), Cambridge University Press, Chapman & Hall, Estimating equations, Independent and identically distributed random variables, Jackknife resampling, Journal of Econometrics, Lagrange multiplier, Likelihood function, Maximum likelihood estimation, Statistics.

Biometrika

Biometrika is a peer-reviewed scientific journal published by Oxford University Press for the Biometrika Trust.

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Bootstrapping (statistics)

In statistics, bootstrapping is any test or metric that relies on random sampling with replacement.

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Cambridge University Press

Cambridge University Press (CUP) is the publishing business of the University of Cambridge.

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Chapman & Hall

Chapman & Hall was a British publishing house in London, founded in the first half of the 19th century by Edward Chapman and William Hall.

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Estimating equations

In statistics, the method of estimating equations is a way of specifying how the parameters of a statistical model should be estimated.

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Independent and identically distributed random variables

In probability theory and statistics, a sequence or other collection of random variables is independent and identically distributed (i.i.d. or iid or IID) if each random variable has the same probability distribution as the others and all are mutually independent.

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Jackknife resampling

In statistics, the jackknife is a resampling technique especially useful for variance and bias estimation.

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Journal of Econometrics

The Journal of Econometrics is a scholarly journal in econometrics.

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Lagrange multiplier

In mathematical optimization, the method of Lagrange multipliers (named after Joseph-Louis Lagrange) is a strategy for finding the local maxima and minima of a function subject to equality constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables).

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Likelihood function

In frequentist inference, a likelihood function (often simply the likelihood) is a function of the parameters of a statistical model, given specific observed data.

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Maximum likelihood estimation

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model, given observations.

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Statistics

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data.

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References

[1] https://en.wikipedia.org/wiki/Empirical_likelihood

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