IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v80y2010i11-12p997-1004.html
   My bibliography  Save this article

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

Author

Listed:
  • Inagaki, Kazuhisa
  • Komaki, Fumiyasu

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.

Suggested Citation

  • Inagaki, Kazuhisa & Komaki, Fumiyasu, 2010. "A modification of profile empirical likelihood for the exponential-tilt model," Statistics & Probability Letters, Elsevier, vol. 80(11-12), pages 997-1004, June.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:11-12:p:997-1004
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00061-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Jing Qin & Biao Zhang, 2005. "Marginal likelihood, conditional likelihood and empirical likelihood: Connections and applications," Biometrika, Biometrika Trust, vol. 92(2), pages 251-270, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yufan Wang & Xingzhong Xu, 2023. "A Posterior p -Value for Homogeneity Testing of the Three-Sample Problem," Mathematics, MDPI, vol. 11(18), pages 1-25, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. V. Filimonov & G. Demos & D. Sornette, 2017. "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1167-1186, August.
    2. Yuan, Ao & Xu, Jinfeng & Zheng, Gang, 2014. "On empirical likelihood statistical functions," Journal of Econometrics, Elsevier, vol. 178(P3), pages 613-623.
    3. Yudong Wang & Yanlin Tang & Zhi‐Sheng Ye, 2022. "Paired or partially paired two‐sample tests with unordered samples," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1503-1525, September.
    4. Yuan, Ao & He, Wenqing & Wang, Binhuan & Qin, Gengsheng, 2012. "U-statistic with side information," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 20-38.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:80:y:2010:i:11-12:p:997-1004. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.