Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model

DOI10.1080/10485252.2022.2158332MaRDI QIDQ6104907zbMATH OpenFDO

Authors Zhong Guan

Publication date 28 June 2023

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.00648

zbMATH Keywords

Bernstein polynomial modelbeta mixture modelcase-control datadensity estimationexponential tiltingkernel densitylogistic regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric inference (62Gxx)

Abstract: Maximum likelihood estimators are proposed for the parameters and the densities in a semiparametric density ratio model in which the nonparametric baseline density is approximated by the Bernstein polynomial model. The EM algorithm is used to obtain the maximum approximate Bernstein likelihood estimates. Simulation study shows that the performance of the proposed method is much better than the existing ones. The proposed method is illustrated by real data examples. Some asymptotic results are also presented and proved.

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