Cheng, Guang; Kosorok, Michael R. - In: Journal of Multivariate Analysis 100 (2009) 3, pp. 345-362
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method [B.L. Lee, M.R. Kosorok, J.P. Fine, The profile sampler, Journal of the American Statistical Association 100 (2005) 960-969] obtained by profiling a penalized log-likelihood. The idea is to...
