Bertail, Patrice; Gautherat, Emmanuelle; … - Centre de Recherche en Économie et Statistique … - 2005
We study some extensions of the empirical likelihood method, when theKullback distance is replaced by some general convex divergence or I'* dis-crepancy. We propose to use, instead of empirical likelihood, some regularizedform or quasi-empirical likelihood method, corresponding to a convex...