Efficient estimation for a subclass of shape invariant models
Georges-Louis Leclerc Buffon (Comte de)
In this paper, we observe a fixed number of unknown 2π-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name “shape invariant model.” While the common shape is unknown, we introduce an asymptotically efficient estimator of the finite-dimensional parameter (phases and amplitude) using the profile likelihood and the Fourier basis. Moreover, this estimation method leads to a consistent and asymptotically linear estimator for the common shape.�
Abstract: In this paper, we observe a fixed number of unknown 2π-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name “shape invariant model.” While the common shape is unknown, we introduce an asymptotically efficient estimator of the finite-dimensional parameter (phases and amplitude) using the profile likelihood and the Fourier basis. Moreover, this estimation method leads to a consistent and asymptotically linear estimator for the common shape
Abstract: In this paper, we observe a fixed number of unknown 2π-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name “shape invariant model.” While the common shape is unknown, we introduce an asymptotically efficient estimator of the finite-dimensional parameter (phases and amplitude) using the profile likelihood and the Fourier basis. Moreover, this estimation method leads to a consistent and asymptotically linear estimator for the common shape
Kategorien:
Jahr:
2010
Verlag:
The Institute of Mathematical Statistics, Vimond, Myriam
Sprache:
english
Seiten:
250
ISBN 10:
1271271281
ISBN 13:
9781271271283
Datei:
PDF, 11.84 MB
IPFS:
,
english, 2010
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