An Estimator Based on Empirical Likelihood and Its Properties
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- Takeda Manabu
- Kyoto University
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- Ikeda Kazushi
- Nara Institute of Science and Technology
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- Takenouchi Takashi
- Nara Institute of Science and Technology
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- Yoshida Yuki
- Osaka University
Bibliographic Information
- Other Title
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- 経験尤度を用いたノンパラメトリック推定とその性質
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Abstract
A nonparametric statistical method called the empirical likelihood (EL) is applied to estimation problems with side information. Since EL is formulated as the KL-divergence minimization, a variant called the exponential tilting (ET) is also discussed that employs the divergence of the opposite direction. Theoretical analyses of the methods show that they are almost the same in the asymptotic performance but different in an algorithmic difficulty. Some numerical experiments confirm the above analyses.
Journal
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- Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers
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Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers SCI10 (0), 65-65, 2010
The Institute of Systems, Control and Information Engineers
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Details 詳細情報について
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- CRID
- 1390001205624459648
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- NII Article ID
- 110008002081
- 130006984694
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- NII Book ID
- AA1123312X
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- ISSN
- 09135685
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- NDL BIB ID
- 10556557
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- Text Lang
- ja
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- Data Source
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- JaLC
- NDL
- CiNii Articles
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- Abstract License Flag
- Disallowed
