Achieving information bounds in non and semiparametric models
From MaRDI portal
Publication:756324
DOI10.1214/aos/1176347633zbMath0722.62025MaRDI QIDQ756324
Peter J. Bickel, Ya'acov Ritov
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347633
rate of convergence; semiparametric model; asymptotic variance; Fréchet derivative; examples; functionals of densities; inverse of Fisher's information matrix; lower information bound; regular families
Related Items
Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations, Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models, Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise, Estimation of Entropy and Mutual Information, A simplified approach to computing efficiency bounds in semiparametric models, Nonquadratic estimators of a quadratic functional, Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models, Some efficiency bounds for semiparametric discrete choice models, Efficient and adaptive post-model-selection estimators, Nonparametric estimators for Markov step processes, Semiparametric inference in a partial linear model, On methods of sieves and penalization, Estimating nonquadratic functionals of a density using Haar wavelets, Consistent estimation of mixture complexity., Estimators of integrals of powers of density derivatives, A two-stage rank test using density estimation, Variable length Markov chains, On local uniformity for estimators and confidence limits, Semi-functional partial linear regression, Estimating Spiking Irregularities Under Changing Environments, Efficient estimation in a nonlinear counting-process regression model