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- W2068384802 abstract "Marginal likelihood and conditional likelihood are often used for eliminating nuisance parameters. For a parametric model, it is well known that the full likelihood can be decomposed into the product of a conditional likelihood and a marginal likelihood. This property is less transparent in a nonparametric or semiparametric likelihood setting. In this paper we show that this nice parametric likelihood property can be carried over to the empirical likelihood world. We discuss applications in case-control studies, genetical linkage analysis, genetical quantitative traits analysis, tuberculosis infection data and unordered-paired data, all of which can be treated as semiparametric finite mixture models. We consider the estimation problem in detail in the simplest case of unordered-paired data where we can only observe the minimum and maximum values of two random variables; the identities of the minimum and maximum values are lost. The profile empirical likelihood approach is used for maximum semiparametric likelihood estimation. We present some large-sample results along with a simulation study." @default.
- W2068384802 created "2016-06-24" @default.
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- W2068384802 date "2005-06-01" @default.
- W2068384802 modified "2023-10-18" @default.
- W2068384802 title "Marginal likelihood, conditional likelihood and empirical likelihood: Connections and applications" @default.
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- W2068384802 doi "https://doi.org/10.1093/biomet/92.2.251" @default.
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