Activity Number:
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390
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Type:
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Invited
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Date/Time:
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Thursday, August 15, 2002 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract - #300445 |
Title:
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Empirical Likelihood
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Author(s):
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Art Owen*+
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Affiliation(s):
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Stanford University
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Address:
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Sequoia Hall, 390 Serra Mall , Stanford, California, 94305-4065,
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Keywords:
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Abstract:
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Empirical likelihood provides a way to combine the best features of nonparametric and likelihood inference methods. Nonparametric approaches reduce the need for assumptions that, at best, raise thorny testing issues. The likelihood function provides a natural way to handle censoring or biased sampling, to combine multiple samples and to incorporate prior information. Likelihood methods also have very good power and efficiency. EL uses a nonparametric likelihood ratio function to capture advantages of both approaches. This talk outlines the field of empirical likelihood, including ongoing developments and some research challenges.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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