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Critical dimension in profile semiparametric estimation
maximum likelihood local quadratic bracketing spread local concentration
2013/4/28
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 prominent theorems: t...
A semiparametric estimation of copula models based on the method of moments
Moments Copulas Dependence Parametric estimation Archimedean copulas
2011/6/20
Using the classical estimation method of moments, we propose a new semiparametric estima-
tion procedure for multi-parameter copula models. Consistency and asymptotic normality of
the obtained estim...
Gaussian semiparametric estimation for random fields with singular spectrum
Discrete Fourier transforms random fields singular spectrum Whittle semiparametric estimates
2009/9/21
We analyze the asymptotic behaviour of the tapered
discrete Fourier transforms far random fields with singular spectrum.
The results are used to establish consistency and asymptotic normality
for s...
The Nonparanormal：Semiparametric Estimation of High Dimensional Undirected Graphs
Graphical models Gaussian copula high dimensional inference sparsity 1 regularization graphical lasso paranormal occult
2010/3/18
Recent methods for estimating sparse undirected graphs for real-valued data in
high dimensional problems rely heavily on the assumption of normality. We show
how to use a semiparametric Gaussian cop...