Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike

2011/01/26

15:00-16:10   Room #002 (Graduate School of Math. Sci. Bldg.)
HIROSE, Yuichi (Victoria University of Wellington)
Semi-parametric profile likelihood estimation and implicitly defined functions (JAPANESE)
[ Abstract ]
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.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2010/07.html