Efficient estimation for a subclass of shape invariant models
Statistics Theory
2010-10-06 v1 Statistics Theory
Abstract
In this paper, we observe a fixed number of unknown -periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name "shape invariant model." While the common shape is unknown, we introduce an asymptotically efficient estimator of the finite-dimensional parameter (phases and amplitude) using the profile likelihood and the Fourier basis. Moreover, this estimation method leads to a consistent and asymptotically linear estimator for the common shape.
Cite
@article{arxiv.1010.0796,
title = {Efficient estimation for a subclass of shape invariant models},
author = {Myriam Vimond},
journal= {arXiv preprint arXiv:1010.0796},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AOS566 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)