Bertail, Patrice; Harari-Kermadec, Hugo; Ravaille, Denis - Centre de Recherche en Économie et Statistique … - 2004
In this paper, we generalize the results obtained with the Kullbackdistance (corresponding to empirical likelihood) and Cressie-Read metrics(generalized empirical likelihood) to general discrepancies, for someconvex functions satisfying a few regularity properties. In particular, weintroduce a...