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A unified approach to the calculation of information operators in semiparametric models
Biometrika ( IF 2.7 ) Pub Date : 2020-06-14 , DOI: 10.1093/biomet/asaa037
L U Mao 1
Affiliation  

The infinite-dimensional information operator for the nuisance parameter plays a key role in semiparametric inference, as it is closely related to the regular estimability of the target parameter. Calculation of information operators has traditionally proceeded in a case-by-case manner and has often entailed lengthy derivations with complicated arguments. We develop a unified framework for this task by exploiting commonality in the form of semiparametric likelihoods. The general formula developed allows one to derive information operators with simple calculus and, if necessary at all, a minimal amount of probabilistic evaluation. This streamlined approach shows its simplicity and versatility in application to a number of existing models as well as a new model of practical interest.

中文翻译:

半参数模型中信息算子计算的统一方法

干扰参数的无限维信息算子在半参数推理中起着关键作用,因为它与目标参数的规则可估计性密切相关。传统上,信息算子的计算是以个案的方式进行的,并且经常需要冗长的推导和复杂的论证。我们通过利用半参数似然形式的共性为这项任务开发了一个统一的框架。所开发的通用公式允许人们使用简单的微积分推导出信息算子,如果有必要的话,还可以进行最少量的概率评估。这种简化的方法在应用到许多现有模型以及具有实际意义的新模型时显示了其简单性和多功能性。
更新日期:2020-06-14
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