Abstract Details
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Activity Number:
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484
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Type:
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Contributed
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Date/Time:
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Wednesday, August 7, 2013 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #309140 |
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Title:
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Estimation of Linear Functionals with Side Information
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Author(s):
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Shan Wang*+ and Lingnan Li and Hanxiang Peng
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Companies:
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Indiana University-Purdue University and Indiana University-Purdue University and Indiana University-Purdue University
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Keywords:
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efficiency ;
empirical likelihood ;
estimated constraints ;
linear functional
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Abstract:
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In this talk, we employ empirical Likelihood to construct estimators of linear functionals with side information. Our construction allows for the number of constraints to grow with sample size, and for the constraints to use estimated criteria functions. In certain cases we show our estimators are semiparametrically efficient. We also report some simulation results.
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Authors who are presenting talks have a * after their name.
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