Empirical phi star-Divergence Minimizers for Hadamard Differentiable Functionals

We study some extensions of the empirical likelihood method, when the Kullback distance is replaced by some general convex divergence or phi-discrepancy. We show that this generalized empirical likelihood method is asymptotically valid for general Hadamard differentiable functionals.

Référence Bibliographique: 
Topics in Nonparametric Statistics, Proceedings of the First Conference of the International Society for Nonparametric Statistics, M. G. Akritas, S. N. Lahiri, D. N. Politis, editors, Springer Proceedings in Mathematics & Statistics (74), Chapter 3, 2014
Patrice Bertail, Emmanuelle Gautherat, Hugo Harari-Kermadec