A Note on the Estimation of Semiparametric Two-Sample Density Ratio Models

• 作 者: Gang YU Wei GAO Ningzhong SHI
• 机 构: SchoolofEconomics,SchoolofMathematicsandQuantitativeEconomics,KeyLaboratoryforAppliedStatisticsofMOE
• 出 处: 数学研究及应用：英文版
• 发表日期: 2012年2期
• 关键词: 半参数估计 密度比 模型 LAGRANGE 经验似然估计 注记 样品 拉格朗日乘数 empirical likelihood maximum empirical
• 基金项目: Supported by the National Natural Science Foundation of China （Grant Nos. 10931002, 11071035, 70901016, 71171035） and Excellent Talents Program of Liaoning Educational Committee （Grant No. 2008RC15）.A

In this paper,a semiparametric two-sample density ratio model is considered and the empirical likelihood method is applied to obtain the parameters estimation.A commonly occurring problem in computing is that the empirical likelihood function may be a con