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The empty set and zero likelihood problems in maximum empirical likelihood estimation

2012
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Electronic Journal of Statistics
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We describe a previously unnoted problem which, if it occurs, causes the empirical likelihood method to break down. It is related to the empty set problem, recently described in detail by Grendár and Judge [2009] , which is the problem that the empirical likelihood model is empty, so that maximum empirical likelihood estimates do not exist. An example is the model that the mean is zero, while all observations are positive. A related problem, which appears to have gone unnoted so far, is what we

doi:10.1214/12-ejs750
fatcat:wdsvq6jkezfw7k4qa7ynuq6ece