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Empirical Likelihood, PDF eBook

Empirical Likelihood PDF

Part of the Chapman & Hall/CRC Monographs on Statistics and Applied Probability series

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Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources.

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