Robust Moment Based Estimation and Inference: The Generalized Cressie-Read Estimator

  • Ron C. Mittelhammer
  • George G. Judge


In this paper a range of information theoretic distance measures, based on Cressie-Read divergence, are combined with mean-zero estimating equations to provide an efficient basis for semi parametric estimation and testing. Asymptotic properties of the resulting semi parametric estimators are demonstrated and issues of implementation are considered.


Empirical Likelihood Reference Distribution Empirical Likelihood Ratio Extremum Metrics Semi Parametric Estimation 
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Copyright information

© Physica-Verlag Heidelberg 2009

Authors and Affiliations

  1. 1.School of Economic SciencesWashington State UniversityPullman
  2. 2.University of California-BerkeleyBerkeley

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