Empirical likelihood in the presence of nuisance parameters
存在干扰参数时的经验似然
Empirical likelihood was introduced as a nonparametric analogue of ordinary parametric likelihood. It is well known that the empirical likelihood ratio statistic inherits a number of properties of the parametric likelihood ratio statistic, such as the aymptotic chi-squared distribution and Bartlett correctability. This raises the question of whether or not the same is true in the presence of nuisance parameters. Recent work by Qin & Lawless (1994) indicates that the…