Empirical likelihood for high frequency data
نویسندگان
چکیده
منابع مشابه
Empirical Likelihood for High Dimensional Data
Since Owen (1988, 1990) introduced the empirical likelihood method for constructing a confidence interval or region for the mean of a random variable or vector, empirical likelihood methods have been extended to many different settings. Recently, Hjort, McKeague and Van Keilegom (2004) extended the standard empirical likelihood method to the case where the data dimension depends on the sample s...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2019
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2018.1549051