Higher order semiparametric frequentist inference with the profile sampler

DOI10.1214/07-AOS523zbMath1142.62030arXivmath/0605134MaRDI QIDQ939664

Guang Cheng, Michael R. Kosorok

Publication date: 28 August 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605134

zbMATH Keywords

Markov chain Monte Carloproportional odds modelposterior distributionprofile likelihoodCox proportional hazards modelcase-control studies with missing covariateshigher order frequentist inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (6)

Bayesian frequentist hybrid inference ⋮ Bernstein-von Mises theorems for functionals of the covariance matrix ⋮ Bootstrap consistency for general semiparametric \(M\)-estimation ⋮ General frequentist properties of the posterior profile distribution ⋮ The penalized profile sampler ⋮ How Many Iterations are Sufficient for Efficient Semiparametric Estimation?

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