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| Presentation | 2010-01-19 13:30 An Estimator Based on Empirical Likelihood and Its Properties Manabu Takeda (Kyoto Univ.), Kazushi Ikeda, Takashi Takenouchi (NAIST), Yuki Yoshida (Osaka Univ.)  NC2009-84 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Empirical Likelihood is a nonparametric statistical inference method. It is applied mainly to statistical test and construction of confidence intervals and not studied for statistical estimation. In this study, we show that EL can be applied to estimation problems with side information. Furthermore, by extending the geometrical aspect of EL, we propose an estimation method based on Entropy Maximization. Two methods differ only in the direction of Kullback-Leibler divergence, but the former has many estimators, while the latter is ensured to have only one estimator. We compare these performances in computer simulations with Maximum Likelihood estimators and sample averaged estimators. Consequently, two methods were shown to have comparable performances. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Empirical Likelihood / Side Information / Statistical Estimation / KL divergence / Entropy Maximization / Estimating Equation / / | |
| Reference Info. | IEICE Tech. Rep., vol. 109, no. 363, NC2009-84, pp. 77-81, Jan. 2010. | |
| Paper # | NC2009-84 | |
| Date of Issue | 2010-01-11 (NC) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | NC2009-84 |
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| Conference Information | |
| Committee | NC |
| Conference Date | 2010-01-18 - 2010-01-19 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Hyakunen-Kinen in Hokkaido University |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Biomimetic information systems, Machine Learning |
| Paper Information | |
| Registration To | NC |
| Conference Code | 2010-01-NC |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | An Estimator Based on Empirical Likelihood and Its Properties |
| Sub Title (in English) | |
| Keyword(1) | Empirical Likelihood |
| Keyword(2) | Side Information |
| Keyword(3) | Statistical Estimation |
| Keyword(4) | KL divergence |
| Keyword(5) | Entropy Maximization |
| Keyword(6) | Estimating Equation |
| Keyword(7) | |
| Keyword(8) | |
| 1st Author's Name | Manabu Takeda |
| 1st Author's Affiliation | Kyoto University (Kyoto Univ.) |
| 2nd Author's Name | Kazushi Ikeda |
| 2nd Author's Affiliation | Nara Institute of Science and Technology (NAIST) |
| 3rd Author's Name | Takashi Takenouchi |
| 3rd Author's Affiliation | Nara Institute of Science and Technology (NAIST) |
| 4th Author's Name | Yuki Yoshida |
| 4th Author's Affiliation | Osaka University (Osaka Univ.) |
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| Speaker | Author-1 |
| Date Time | 2010-01-19 13:30:00 |
| Presentation Time | 25 minutes |
| Registration for | NC |
| Paper # | NC2009-84 |
| Volume (vol) | vol.109 |
| Number (no) | no.363 |
| Page | pp.77-81 |
| #Pages | 5 |
| Date of Issue | 2010-01-11 (NC) |
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