It is shown that this empirical likelihood ratio function can be used to construct confidence intervals for the sample mean, for a class of M-estimates that includes quantiles, and for differentiable ...

Also, METHOD=NEWTON is selected so the true Hessian of the likelihood function is used to calculate parameter standard errors rather than the crossproducts approximation to the Hessian. Output 45.3.1: ...

In these latter cases, the likelihood function is unbounded and this leads to inconsistent estimators or estimators not asymptotically normal. It is shown that in the case of the Inverse Gaussian ...