Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request

The failure of the profile likelihood method for semi-parametric effective age models

Item request has been placed! ×
Item request cannot be made. ×
loading   Processing Request
  • معلومة اضافية
    • Contributors:
      Department of Quantitative Economics Maastricht; Maastricht University Maastricht; Laboratoire de Mathématiques et de leurs Applications Pau (LMAP); Université de Pau et des Pays de l'Adour (UPPA)-Centre National de la Recherche Scientifique (CNRS); Fiabilité et Géométrie Aléatoire (FIGAL); Laboratoire Jean Kuntzmann (LJK); Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes 2016-2019 (UGA 2016-2019 )-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes 2016-2019 (UGA 2016-2019 ); ANR-11-BS01-0021,AMMSI,Vieillissement et maintenance en fiabilité : modélisation et inférence statistique(2011)
    • بيانات النشر:
      CCSD
      Bernoulli Society for Mathematical Statistics and Probability
    • الموضوع:
      2017
    • Collection:
      HAL e2s UPPA (Université de Pau et des Pays de l'Adour)
    • نبذة مختصرة :
      International audience ; We consider a semi-parametric model for recurrent events. The model consists of an unknown hazard rate function, the infinite-dimensional parameter of the model, and a parametrically specified effective age function. We will present a condition on the family of effective age functions under which the profile likelihood function evaluated at the parameter vector θ, say, exceeds the profile likelihood function evaluated at the parameter vector $\tilde\theta$, say, with probability p. From this we derive a condition under which profile likelihood inference for the finite-dimensional parameter of the model leads to inconsistent estimates. Examples will be presented. In particular, we will provide an example where the profile likelihood function is monotone with probability one regardless of the true data generating process.
    • الرقم المعرف:
      10.3150/16-BEJ861
    • الدخول الالكتروني :
      https://hal.science/hal-01127990
      https://hal.science/hal-01127990v1/document
      https://hal.science/hal-01127990v1/file/BBD-ARA-18-02-15.pdf
      https://doi.org/10.3150/16-BEJ861
    • Rights:
      info:eu-repo/semantics/OpenAccess
    • الرقم المعرف:
      edsbas.EBBA4C5A