Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems
病态逆问题中基于坐标的类经验似然估计
In the context of a semiparametric regression model with underlying probability distribution unspecified, an extremum estimator formulation is proposed that makes use of empirical likelihood and information theoretic estimation and inference concepts to mitigate the problem of an ill-conditioned design matrix. A squared error loss measure is used to assess estimator performance in finite samples. In large samples, the estimator can be designed to be consistent and…