Peter Hall's contribution to empirical likelihood

Abstract

We deeply mourn the loss of Peter Hall. Peter was the premier mathematical statistician of his era. His work illuminated many aspects of statistical thought. While his body of work on bootstrap and nonparametric smoothing is widely known and appreciated, less well known is his work in many other areas. In this article, we review Peter's contribution to empirical likelihood (EL). Peter has done fundamental work on studying the coverage accuracy of confidence regions constructed with EL.