M‐estimation Under a Two‐Sample Semiparametric Model

Biao Zhang

Scandinavian Journal of Statistics, 2000, vol. 27, issue 2, 263-280

Abstract: We consider M‐estimation under a two‐sample semiparametric model in which the log ratio of two unknown density functions has a known parametric form. This two‐sample semiparametric model, arising naturally from case‐control studies and logistic discriminant analysis, can be regarded as a biased sampling model. A new class of M‐estimators are constructed on the basis of the maximum semiparametric likelihood estimator of the underlying distribution function. It is shown that the proposed M‐estimators are consistent and asymptotically normally distributed. A simulation study is presented to demonstrate the performance of the proposed M‐estimators.

Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00188

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:27:y:2000:i:2:p:263-280

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().