Efficiency of profile likelihood in semi-parametric models

DOI10.1007/S10463-010-0280-YzbMATH Open1230.62034OpenAlexW2016787617MaRDI QIDQ652603FDOQ652603

Publication date: 14 December 2011

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0280-y

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zbMATH Keywords

profile likelihood efficiency maximum likelihood estimator M-estimator efficient information bound efficient score two-phase outcome-dependent sampling

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Cites Work

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Cited In (14)

A modification of profile empirical likelihood for the exponential-tilt model
Reparametrization of the least favorable submodel in semi-parametric multisample models
Semiparametric Stochastic Frontier Estimation via Profile Likelihood
General frequentist properties of the posterior profile distribution
Efficient semiparametric estimators via modified profile likelihood
Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling.
Higher order semiparametric frequentist inference with the profile sampler
Semi-parametric efficiency bounds for regression models under response-selective sampling: the profile likelihood approach
The failure of the profile likelihood method for a large class of semi-parametric models
Critical dimension in profile semiparametric estimation
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors
Profile likelihood and conditionally parametric models
On differentiability of implicitly defined function in semi-parametric profile likelihood estimation
Profile empirical likelihood for parametric and semiparametric models

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