4 papers · 1 filter
Convergence Rate of K-Step Maximum Likelihood Estimate in Semiparametric Models
Guang Cheng
We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. Th…
The penalized profile sampler
Guang Cheng, Michael R. Kosorok
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelih…
General frequentist properties of the posterior profile distribution
Guang Cheng, Michael R. Kosorok
In this paper, inference for the parametric component of a semiparametric model based on sampling from the posterior profile distribution is thoroughly investigated from the freque…
Higher order semiparametric frequentist inference with the profile sampler
Guang Cheng, Michael R. Kosorok
We consider higher order frequentist inference for the parametric component of a semiparametric model based on sampling from the posterior profile distribution. The first order val…