Efficient semiparametric estimators via modified profile likelihood

DOI10.1016/J.JSPI.2004.06.057MaRDI QIDQ1765673zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(11)

• Profile empirical likelihood for parametric and semiparametric models
• Nonexistence of an unbiased estimating function for the Cox model
• Reparametrization of the least favorable submodel in semi-parametric multisample models
• A semiparametric model for interval censored and truncated data
• Semiparametric Stochastic Frontier Estimation via Profile Likelihood
• 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

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