Semiparametric models: a generalized self-consistency approach.

@article{Tsodikov2003SemiparametricMA,
  title={Semiparametric models: a generalized self-consistency approach.},
  author={A. Tsodikov},
  journal={Journal of the Royal Statistical Society. Series B, Statistical methodology},
  year={2003},
  volume={65 3},
  pages={759-774}
}
  • 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

From This Paper

Topics from this paper.

Citations

Publications citing this paper.
Showing 1-10 of 17 extracted citations

Similar Papers

Loading similar papers…