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Semiparametric models: a generalized self-consistency approach

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...

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Détails bibliographiques
Auteur principal: Tsodikov, A.
Format: Artigo
Langue:Inglês
Publié: 2003
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC2994590/
https://ncbi.nlm.nih.gov/pubmed/21127741
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/1467-9868.00414
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