Efficient estimation in the errors in variables model

DOI10.1214/aos/1176350358zbMath0643.62029MaRDI QIDQ1102053

Peter J. Bickel, Ya'acov Ritov

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350358

zbMATH Keywords

efficient estimation; semiparametric; efficient score function; normal error; errors in variables model; information bounds; instrumental variable models; minimum distance estimate; Reiersøl model; structural

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

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