Efficient semiparametric estimators via modified profile likelihood

DOI10.1016/J.JSPI.2004.06.057zbMATH Open1059.62025OpenAlexW2131050835MaRDI QIDQ1765673FDOQ1765673

Authors: Eric V. Slud, Filia Vonta 

Publication date: 23 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.06.057

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zbMATH Keywords

Profile likelihoodDensity estimationTransformation modelSemiparametric efficiencyFrailty modelCensored linear regressionInformation boundLeast-favorable submodel

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Asymptotic Statistics
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• Title not available (Why is that?)
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• Profile likelihood and conditionally parametric models
• Empirical likelihood and general estimating equations
• Generalized likelihood ratio statistics and Wilks phenomenon
• Empirical likelihood ratio confidence intervals for a single functional
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• Analysis of transformation models with censored data
• Robust inference for univariate proportional hazards frailty regression models
• Smoothing counting process intensities by means of kernel functions
• On Profile Likelihood
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• Regression analysis with randomly right-censored data
• Asymptotic theory for the correlated gamma-frailty model
• Inference for semiparametric models: Some questions and an answer. (With comments)
• A robust adjustment of the profile likelihood
• Consistency of the NPML Estimator in the Right-Censored Transformation Model
• Nonparametric estimation of survival curve under dependent censorship
• Inefficiency of inferences with the partial likelihood

Cited In (11)

• Nonexistence of an unbiased estimating function for the Cox model
• Reparametrization of the least favorable submodel in semi-parametric multisample models
• Semiparametric Stochastic Frontier Estimation via Profile Likelihood
• A semiparametric model for interval censored and truncated data
• Efficient regression estimation under general censoring and truncation
• Stein 1956: Efficient nonparametric testing and estimation
• The failure of the profile likelihood method for a large class of semi-parametric models
• Effects of unmeasured heterogeneity in the linear transformation model for censored data
• Semiparametric Models: A Generalized Self-Consistency Approach
• Efficiency of profile likelihood in semi-parametric models
• Profile empirical likelihood for parametric and semiparametric models

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