Empirical likelihood (EL) is an estimation method in statistics. Empirical likelihood estimates require few assumptions about the error distribution compared to similar methods like maximum likelihood. EL can handle data well as long as it is independent and identically distributed (iid). EL performs well even when the distribution is asymmetric or censored. EL methods are also useful since they can easily incorporate constraints and prior information. Art Owen pioneered work in this area with his 1988 paper. … Empirical Likelihood (EL)