Estimation in semiparametric models. Some recent developments
In practical statistical problems one is often confronted with the fact that something is known about the unknown underlying probability measure, but less than parametric theory takes for granted. Estimators are constructed also for such intermediate models, but often the question of their optimality remains open. In the present book, the author gives a survey of a general (i.e. not necessarily parametric) asymptotic theory for such problems. The central point of this approach is the derivation of asymptotic bounds for the concentration of estimator-sequences in general nonparametric models. The development of the basic ideas of the general theory in the first sections is followed by the investigation of more special semiparametric models where a finite-dimensional parameter is to be estimated in the presence of a general nuisance parameter. Since even in this situation a general procedure for the construction of asymptotically optimal estimator-sequences is not in sight, more special cases are considered and the general concept is applied to families of distributions admitting a sufficient statistic for the nuisance parameter. The text is clearly written. The book should be recommended to statisticians in research which are dealing with asymptotic methods.
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
- Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
- Estimation theory of a class of semiparametric regression models
- On the consistency of conditional maximum likelihood estimators
- Semiparametric likelihood ratio inference
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Efficient maximum likelihood estimation in semiparametric mixture models
- A remark on semiparametric models
- A review of semiparametric mixture models
- Non-separable models with high-dimensional data
- A case of asymptotic equivalence between conditional and marginal maximum likelihood estimators
- Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
- Penalized maximum likelihood and semiparametric second-order efficiency
- Robust semiparametric M-estimation and the weighted bootstrap
- Infinitesimally robust estimation in general smoothly parametrized models
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
- scientific article; zbMATH DE number 3844828 (Why is no real title available?)
- scientific article; zbMATH DE number 125651 (Why is no real title available?)
- scientific article; zbMATH DE number 192974 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 503459 (Why is no real title available?)
- Parametric-rate inference for one-sided differentiable parameters
- Discussion of Kallus (2020) and Mo, Qi, and Liu (2020): New Objectives for Policy Learning
- scientific article; zbMATH DE number 7387543 (Why is no real title available?)
- Demystifying Statistical Learning Based on Efficient Influence Functions
- Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
- Semiparametric models: a review of progress since BKRW (1993)
- Optimal Individualized Decision Rules Using Instrumental Variable Methods
- Assumption-Lean Cox Regression
- Efficient estimation of the maximal association between multiple predictors and a survival outcome
- Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge
- Estimation of Conditional Average Treatment Effects With High-Dimensional Data
- One-step estimation of differentiable Hilbert-valued parameters
- Efficient and multiply robust risk estimation under general forms of dataset shift
- Optimal individualized treatments in resource-limited settings
- Non-plug-in estimators could outperform plug-in estimators: a cautionary note and a diagnosis
- Some developments in semiparametric statistics
- Training-set conditionally valid prediction sets with right-censored data
- On weighted orthogonal learners for heterogeneous treatment effects
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