Grendar, Marian; Judge, George - In: Econometric Reviews 27 (2008) 4-6, pp. 513-525
In this article, we consider the problem of criterion choice in information recovery and inference in a large-deviations (LD) context. Kitamura and Stutzer recognize that the Maximum Entropy Empirical Likelihood estimator can be given a LD justification (Kitamura and Stutzer, 2002). We...
