Profile Likelihood and Conditionally Parametric Models

In this paper, we outline a general approach to estimating the parametric component of a semiparametric model. For the case of a scalar parametric component, the method is based on the idea of first estimating a one-dimensional subproblem of the original problem that is least favorable in the sense...

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Bibliographic Details
Published in:	The Annals of statistics Vol. 20; no. 4; pp. 1768 - 1802
Main Authors:	Severini, Thomas A., Wong, Wing Hung
Format:	Journal Article
Language:	English
Published:	Hayward, CA Institute of Mathematical Statistics 01-12-1992 The Institute of Mathematical Statistics
Subjects:	62F10 62F35 62G07 Efficiency estimation Estimation methods Estimators Exact sciences and technology Fisher information Mathematical independent variables Mathematics Maximum likelihood estimation Maximum likelihood estimators nonparametric Parametric inference Parametric models Probability and statistics Random variables Scalars Sciences and techniques of general use semiparametric Semiparametric modeling Statistics Exponential family Maximum likelihood Asymptotic efficiency Semiparametric model Fisher information
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