Abstract #300445


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JSM 2002 Abstract #300445
Activity Number: 390
Type: Invited
Date/Time: Thursday, August 15, 2002 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #300445
Title: Empirical Likelihood
Author(s): Art Owen*+
Affiliation(s): Stanford University
Address: Sequoia Hall, 390 Serra Mall , Stanford, California, 94305-4065,
Keywords:
Abstract:

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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Revised March 2002