TY  - JOUR
AU  - Wang, Xing 
PY  - 2014
TI  - EMPIRICAL LIKELIHOOD ESTIMATION BASED ON SIMULATED MOMENT CONDITIONS
JF  - Journal of Mathematics and Statistics
VL  - 10
IS  - 2
DO  - 10.3844/jmssp.2014.111.116
UR  - https://thescipub.com/abstract/jmssp.2014.111.116
AB  - In this study we discuss the optimization of the Empirical Likelihood (EL) criterion function when the moment condition is nonstandard. We deal with this issue following the Method of Simulated Moment (MSM) introduced and we use importance sampling method to smooth discrete moment conditions. We have demonstrated the convergence and asymptotic normality of the empirical likelihood estimator from the simulated moment conditions.