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Primary Article

Iterative Plug-In Algorithms for SEMIFAR Models—Definition, Convergence, and Asymptotic Properties

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Pages 690-713
Published online: 01 Jan 2012
 

This article proposes data-driven algorithms for fitting SEMIFAR models. The algorithms combine the data-driven estimation of the nonparametric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of the proposed algorithms are investigated. A large simulation study illustrates the practical performance of the methods.