Constrained local likelihood estimators for semiparametric skew-normal distributions

Biometrika

Volumn 94, Issue 1, 2007, Pages 119-134

  Ma, Yanyuan ^a   Hart, Jeffrey D ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Efficient score; Local estimator; Profile likelihood; Semiparametric model

Indexed keywords

EID: 33947152044     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asm020     Document Type: Article

References (17)

1. ARNOLD, B. C. & BEAVER, R. J. (2002). Skewed multivariate models related to hidden truncation and/or selective reporting. Test 11, 7-54.
2. AZZALINI, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-8.
3. BOWMAN, A. W. (1984). An alternative method of cross-validation for the smoothing of density estimates. Biometrika 71, 353-60.
4. EGUCHI, S. & COPAS, J. (1998). A class of local likelihood methods and near-parametric asymptotics. J. R. Statist. Soc. B 60, 709-24.
5. GENTON, M. G. (2004). Skew-Elliptical Distributions and their Applications: A Journey Beyond Normality. Boca Raton, FL: Chapman and Hall/CRC.
6. GENTON, M. G. & LOPERFIDO, N. (2005). Generalized skew-elliptical distributions and their quadratic forms. Ann. Inst. Statist. Math. 57, 389-401.
7. HJORT, N. L. & JONES, M. C. (1996). Locally parametric nonparametric density estimation. Ann. Statist. 24, 1619-47.
8. LOADER, C. R. (1996). Local likelihood density estimation. Ann. Statist. 24, 1602-18.
9. MA, Y. & GENTON, M. G. (2004). A flexible class of skew-symmetric distributions. Scand. J. Statist. 31, 459-68.
10. MA, Y., GENTON, M. G. & TSIATIS, A. A. (2005). Locally efficient semiparametric estimators for generalized skew-elliptical distributions. J. Am. Statist. Assoc. 100, 980-89.
11. MURPHY, S. A. & VAN DER VAART, A. W. (2000). On profile likelihood. J. Am. Statist. Assoc. 95, 449-65.
12. NEWEY, W. K. (1990). Semiparametric efficiency bounds. J. Appl. Economet. 5, 99-135.
13. RAO, C. R. (1985). Weighted distributions arising out of methods of ascertainment: what populations does a sample represent? In A Celebration of Statistics: The ISI Centenary Volume, Ed. A. C. Atkinson & S. E. Fienberg, pp. 543-69, New York: Springer-Verlag.
14. SERFLING, R. J. (1980). Approximation Theorems of Mathematical Statistics. New York: Wiley.
15. SEVERINI, T. A. & WONG, W. H. (1992). Profile likelihood and conditionally parametric models. Ann. Statist. 20, 1768-802.
16. SILVERMAN, B. W. (1986). Density Estimation for Statistics and Data Analysis. London: Chapman and Hall.
17. WANG, J., BOYER, J. & GENTON, M. G. (2004). A skew-symmetric representation of multivariate distributions. Statist. Sinica 14, 1259-70.