Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density *
基于最小对比的密度不连续性经验似然推断
This article investigates the asymptotic properties of a simple empirical-likelihood-based inference method for discontinuity in density. The parameter of interest is a function of two one-sided limits of the probability density function at (possibly) two cut-off points. Our approach is based on the first-order conditions from a minimum contrast problem. We investigate both first-order and second-order properties of the proposed method. We characterize the leading coverage…