solidot新版网站常见问题,请点击这里查看。
消息
本文已被查看7271次
A unified approach to calculation of information operators in semiparametric models. (arXiv:1810.06138v1 [math.ST])
来源于:arXiv
The infinite-dimensional information operator for the nuisance parameter
plays a key role in semiparametric inference, as it is closely related to the
regular estimability of the target parameter. Calculation of information
operators has traditionally proceeded in a case-by-case manner and has easily
entailed lengthy derivations with complicated arguments. We develop a unified
framework for this task by exploiting commonality in the form of semiparametric
likelihoods. The general formula allows one to derive information operators
with simple calculus and, if necessary at all, a minimal amount of
probabilistic evaluations. This streamlined approach shows its efficiency and
versatility in application to a number of popular models in survival analysis,
inverse problems, and missing data. 查看全文>>