On pseudolikelihood inference for semiparametric models with boundary problems
On pseudolikelihood inference for semiparametric models with boundary problems
Consider a semiparametric model indexed by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. In many applications, pseudolikelihood provides a convenient way to infer the parameter of interest, where the nuisance parameter is replaced by a consistent estimator. The purpose of this paper is to establish the asymptotic …