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Semiparametric model Empirical likelihood Penalization 1
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Otsu, Taisuke 1
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Journal of Multivariate Analysis 1
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Penalized empirical likelihood estimation of semiparametric models
Otsu, Taisuke - In: Journal of Multivariate Analysis 98 (2007) 10, pp. 1923-1954
We propose an empirical likelihood-based estimation method for conditional estimating equations containing unknown functions, which can be applied for various semiparametric models. The proposed method is based on the methods of conditional empirical likelihood and penalization. Thus, our...
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