经验似然统计推断方法发展综述

Empirical Likelihood Statistical Inference Approach: A Survey

本文在介绍经验似然方法的基础上,进一步介绍这一方法在统计推断中的应用,具体地介绍了这一方法在总体均值推断、线性模型推断、分位数推断、估计方程推断及利用辅助信息进行推断等几种重要统计推断中的应用。同时也介绍了这一方法最近在不完全数据中的应用及由此所提出的被估计、被调整及bootstrap经验似然方法。

In this paper, we introduce empirical likelihood with applications to inference for some important models including population mean, linear model, quantile and estimation equation. We describe how to incorporate auxiliary information to make sharp inference using the method. Also, we state the development of empirical likelihood with incomplete data and introduce estimated, adjusted and bootstrap empirical likelihood.