Two-step semiparametric empirical likelihood inference

Two-step generalised empirical likelihood inference for semiparametric models

This paper shows how generalised empirical likelihood can be used to obtain valid asymptotic inference for the …nite dimensional component of semiparametric models de…ned by a set of moment conditions. The results of the paper are illustrated using two well-known semiparametric regression models: the partially linear single index model and the linear transformation model with random censoring.

Semiparametric inference for transformation models via empirical likelihood

AMS 2000 subject classifications: 62N02 62G20 Keywords: Kaplan–Meier estimator Martingale Proportional hazards model Proportional odds model Right censoring U-statistic a b s t r a c t Recent advances in the transformation model have made it possible to use this model for analyzing a variety of censored survival data. For inference on the regression parameters, there are semiparametric procedur...

Semiparametric Likelihood Ratio Inference Revisited

Semiparametric Likelihood Ratio Inference Revisited

2000 We extend the Semiparametric Likelihood Ratio Theorem of Murphy and Van del' Vaart for one-dimensional to Euclidean paramet(;rs of auy dimension. The as:VIrlptotic distribution of the likelihood ratio statistic for testing a k-dimensional Euclidean paramet'"r is shown to be the usual under the null hypothesis. This result is useful not only for testing purposes but also in forming likeliho...

On Empirical Likelihood in Semiparametric Two- Sample Density Ratio Models

We consider estimation and test problems for some semiparametric two-sample density ratio models. The profile empirical likelihood (EL) poses an irregularity problem under the null hypothesis that the laws of the two samples are equal. We show that a “dual” form of the profile EL is well defined even under the null hypothesis. A statistical test, based on the dual form of the EL ratio statistic...