Efficiency of profile likelihood in semi-parametric models

DOI10.1007/s10463-010-0280-yzbMath1230.62034OpenAlexW2016787617MaRDI QIDQ652603

Yuichi Hirose

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

zbMATH Keywords

efficiencymaximum likelihood estimatorprofile likelihoodefficient information boundefficient scoreM-estimatortwo-phase outcome-dependent sampling

Mathematics Subject Classification ID

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

Related Items (1)

On differentiability of implicitly defined function in semi-parametric profile likelihood estimation

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