| Presentation | 2010-01-19 An Estimator Based on Empirical Likelihood and Its Properties Manabu TAKEDA, Kazushi IKEDA, Takashi TAKENOUCHI, Yuki YOSHIDA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | Empirical Likelihood / Side Information / KL divergence / Entropy Maximization / Estimating Equation |
| Paper # | NC2009-84 |
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| Conference Information | |
| Committee | NC |
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| Conference Date | 2010/1/11(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Neurocomputing (NC) |
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| Language | ENG |
| 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) | KL divergence |
| Keyword(4) | Entropy Maximization |
| Keyword(5) | Estimating Equation |
| 1st Author's Name | Manabu TAKEDA |
| 1st Author's Affiliation | Kyoto University() |
| 2nd Author's Name | Kazushi IKEDA |
| 2nd Author's Affiliation | Nara Institute of Science and Technology |
| 3rd Author's Name | Takashi TAKENOUCHI |
| 3rd Author's Affiliation | Nara Institute of Science and Technology |
| 4th Author's Name | Yuki YOSHIDA |
| 4th Author's Affiliation | Osaka University |
| Date | 2010-01-19 |
| Paper # | NC2009-84 |
| Volume (vol) | vol.109 |
| Number (no) | 363 |
| Page | pp.pp.- |
| #Pages | 5 |
| Date of Issue | |