Empirical likelihood

In probability theory and statistics, empirical likelihood (EL) is a nonparametric method for estimating the parameters of statistical models. It requires fewer assumptions about the error distribution while retaining some of the merits in likelihood-based inference. The estimation method requires that the data are independent and identically distributed (iid). It performs well even when the distribution is asymmetric or censored. EL methods can also handle constraints and prior information on parameters. Art Owen pioneered work in this area with his 1988 paper.