Empirical likelihood as a goodness-of-fit measure
作为拟合优度度量的经验似然
The method of empirical likelihood can be viewed as one of allocating probabilities to an n-cell contingency table so as to minimise a goodness-of-fit criterion. It is shown that, when the Cressie-Read power-divergence statistic is used as the criterion, confidence regions enjoying the same convergence rates as those found for empirical likelihood can be obtained for the entire range of values of the Cressie-Read parameter λ, including − 1, maximum entropy, 0, empirical…