Inagaki, Kazuhisa; Komaki, Fumiyasu - In: Statistics & Probability Letters 80 (2010) 11-12, pp. 997-1004
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...