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

Kazuhisa Inagaki and Fumiyasu Komaki

Statistics & Probability Letters, 2010, vol. 80, issue 11-12, 997-1004

Abstract: 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.

Keywords: Logistic; regression; NPMLE; Semiparametric; models (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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