Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153241 | Statistics & Probability Letters | 2010 | 8 Pages |
Abstract
We consider semiparametric models whose infinite-dimensional parameter corresponds to a probability distribution. The NPMLE based on the profile empirical likelihood for this kind of semiparametric model has attracted considerable interest. We propose the use of a modified profile empirical likelihood to improve the accuracy of this estimation. We consider applications to the exponential-tilt model and show that the accuracy of the proposed estimator is better than that of the conventional NPMLE by numerical study.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Kazuhisa Inagaki, Fumiyasu Komaki,