本文印刷
全画面プリント
統計数学セミナー
過去の記録 ～04/18｜次回の予定｜今後の予定 04/19～
| 担当者 | 吉田朋広、荻原哲平、小池祐太 |
|---|---|
| セミナーURL | http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/ |
| 目的 | 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う. |
2011年01月26日(水)
15:00-16:10 数理科学研究科棟(駒場) 002号室
廣瀬 勇一 氏 (Victoria University of Wellington)
Semi-parametric profile likelihood estimation and implicitly defined functions (JAPANESE)
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2010/07.html
廣瀬 勇一 氏 (Victoria University of Wellington)
Semi-parametric profile likelihood estimation and implicitly defined functions (JAPANESE)
[ 講演概要 ]
The object of talk is the differentiability of implicitly defined functions which we
encounter in the profile likelihood estimation of parameters in semi-parametric models. Scott and Wild
(1997, 2001) and Murphy and Vaart (2000) developed methodologies that can avoid dealing with such implicitly
defined functions by reparametrizing parameters in the profile likelihood and using an approximate least
favorable submodel in semi-parametric models. Our result shows applicability of an alternative approach
developed in Hirose (2010) which uses the differentiability of implicitly defined functions.
[ 参考URL ]The object of talk is the differentiability of implicitly defined functions which we
encounter in the profile likelihood estimation of parameters in semi-parametric models. Scott and Wild
(1997, 2001) and Murphy and Vaart (2000) developed methodologies that can avoid dealing with such implicitly
defined functions by reparametrizing parameters in the profile likelihood and using an approximate least
favorable submodel in semi-parametric models. Our result shows applicability of an alternative approach
developed in Hirose (2010) which uses the differentiability of implicitly defined functions.
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2010/07.html
