On the asymptotic non‐equivalence of efficient‐GMM and MEL estimators in models with missing data (Q5381067)
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scientific article; zbMATH DE number 7063931
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English | On the asymptotic non‐equivalence of efficient‐GMM and MEL estimators in models with missing data |
scientific article; zbMATH DE number 7063931 |
Statements
On the asymptotic non‐equivalence of efficient‐GMM and MEL estimators in models with missing data (English)
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7 June 2019
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empirical likelihood
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generalized method of moments
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kernel
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missing at random
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non-smooth
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semiparametric efficiency bound
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