讨论矩约束条件下的广义经验似然比统计量族以及相应的性质。此统计量实际上是Baggerly(1998)所介绍的广义经验似然比统计量的一种推广。在一定条件下,证明了此分布族中的统计量与Owen(1988)和Qin and Lawless(1994)的经验似然是一阶渐近等价的。因此,这些统计量的分布均是渐近于X^2分布,相应的估计也都满足相合性和渐近正态性。
The family of generalized empirical likelihood ratio statistics with moment restrictions ,which is a generalization of Baggerly,is investigated. It is shown that the statistics in the family are all fist-order equivalent to empirical likelihood of Owen and Qin and Lawless under suitable conditions. Hence,they are all asymptotically X^2 distributed and the corresponding estimators of the parameters are all consistent and asymptotically normal.