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Profile empirical likelihood for parametric and semiparametric models

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  • Lu Lin

  • Lixing Zhu
  • K. Yuen

Abstract

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Suggested Citation

  • Lu Lin & Lixing Zhu & K. Yuen, 2005. "Profile empirical likelihood for parametric and semiparametric models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 485-505, September.
    • Handle: RePEc:spr:aistmt:v:57:y:2005:i:3:p:485-505
    DOI: 10.1007/BF02509236
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    References listed on IDEAS

    as
    1. Chamberlain, Gary, 1987. "Asymptotic efficiency in estimation with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 34(3), pages 305-334, March.
    2. Thomas A. Severini, 2002. "Modified estimating functions," Biometrika, Biometrika Trust, vol. 89(2), pages 333-343, June.
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    Cited by:

    1. Lu Lin & Lili Liu & Xia Cui & Kangning Wang, 2021. "A generalized semiparametric regression and its efficient estimation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 1-24, March.

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