5 citations · 8 across the 6 of their papers we have counts for
5 papers · 1 filter
Two convergence results for an alternation maximization procedure
Andreas Andresen, Vladimir Spokoiny
Andresen and Spokoiny's (2013) ``critical dimension in semiparametric estimation`` provide a technique for the finite sample analysis of profile M-estimators. This paper uses very…
A note on critical dimensions in profile semiparametric estimation
Andreas Andresen
This paper complements the results of Andresen et. al "Critical dimension in profile semiparametric estimation" (2014) on profile estimators in semiparametric models. We present tw…
A result on the bias of sieve profile estimators
Andreas Andresen
We show how to control the bias of a sieve type profile estimator under natural conditions on the Hessian of the expected contrast functional.
Finite sample analysis of profile M-estimation in the Single Index model
Andreas Andresen
We apply the results of Andresen A. and Spokoiny V. on profile M-estimators and the alternating maximization procedure to analyse a sieve profile quasi maximum likelihood estimator…
Critical dimension in profile semiparametric estimation
Andreas Andresen, Vladimir Spokoiny
This paper revisits the classical inference results for profile quasi maximum likelihood estimators (profile MLE) in the semiparametric estimation problem. We mainly focus on two p…