LUO Xu, . LARGE SAMPLE PROPERTIES OF THE EMPIRICAL EUCLIDEAN LIKELIHOOD ESTIMATION FOR SEMIPARAMETRIC MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(4): 344-352.
Citation:
LUO Xu, . LARGE SAMPLE PROPERTIES OF THE EMPIRICAL EUCLIDEAN LIKELIHOOD ESTIMATION FOR SEMIPARAMETRIC MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(4): 344-352.
LUO Xu, . LARGE SAMPLE PROPERTIES OF THE EMPIRICAL EUCLIDEAN LIKELIHOOD ESTIMATION FOR SEMIPARAMETRIC MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(4): 344-352.
Citation:
LUO Xu, . LARGE SAMPLE PROPERTIES OF THE EMPIRICAL EUCLIDEAN LIKELIHOOD ESTIMATION FOR SEMIPARAMETRIC MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(4): 344-352.
LARGE SAMPLE PROPERTIES OF THE EMPIRICAL EUCLIDEAN LIKELIHOOD ESTIMATION FOR SEMIPARAMETRIC MODEL
In this paper, we prove strong consistency and asymptotic normality of the empirical Euclidean likelihood estimation. We also prove that the empirical Euclidean likeliood ratio statistic ie asymptotically x2（p）. Finally, some examples are given.
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