Semiparametric models: a generalized self-consistency approach.

  title={Semiparametric models: a generalized self-consistency approach.},
  author={A. Tsodikov},
  journal={Journal of the Royal Statistical Society. Series B, Statistical methodology},
  volume={65 3},
  • A. Tsodikov
  • Published 2003 in
    Journal of the Royal Statistical Society. Series…
In semiparametric models, the dimension d of the maximum likelihood problem is potentially unlimited. Conventional estimation methods generally behave like O(d(3)). A new O(d) estimation procedure is proposed for a large class of semiparametric models. Potentially unlimited dimension is handled in a numerically efficient way through a Nelson-Aalen-like estimator. Discussion of the new method is put in the context of recently developed minorization-maximization algorithms based on surrogate… CONTINUE READING

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