A modification of profile empirical likelihood for the exponential-tilt model |
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Authors: | Kazuhisa Inagaki Fumiyasu Komaki |
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Affiliation: | 1. Department of Mathematical Informatics, Graduate School of Information Science and Technology, University of Tokyo, Tokyo, Japan;2. RIKEN Brain Science Institute, Wako-shi, Japan |
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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. |
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