Statistics and Data Science Seminar
Hanxiang Peng
Indiana University-Purdue University Indianapolis
On Maximum Empirical Likelihood Estimation And Related Topics
Abstract: In this talk, I will focus on maximum empirical likelihood
estimation in the case of constraint functions that may be
discontinuous and/or depend on additional parameters.
The later is the case in applications to semiparametric models
where the constraint functions may depend on the nuisance parameter.
Our results are thus formulated for empirical likelihoods based on
estimated constraint functions that may also be irregular.
Applications of our results are discussed to inference problems
about quantiles under possibly additional information on the
underlying distribution and to partial adaption.
Wednesday November 16, 2011 at 4:00 PM in SEO 636