A modification of profile empirical likelihood for the exponential-tilt model

作者：Inagaki Kazuhisa; Komaki Fumiyasu^*

来源：Statistics & Probability Letters, 2010, 80(11-12): 997-1004.

DOI：10.1016/j.spl.2010.02.014

• Logistic regression
• NPMLE
• Semiparametric models

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.

• 出版日期2010-6-1