On asymptotically efficient estimation in semiparametric models
From MaRDI portal
Publication:1088332
DOI10.1214/aos/1176350055zbMath0612.62062OpenAlexW2018543390MaRDI QIDQ1088332
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350055
semiparametric modelsnuisance parameterregression modelscore functionasymptotically efficient estimatesadaptive estimates
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Semiparametric efficient adaptive estimation of asymmetric GARCH models ⋮ A Convergence Result for a Class of Asymptotically Linear Estimators ⋮ De-biasing the Lasso with degrees-of-freedom adjustment ⋮ Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald ⋮ EfficientL1estimation and related inferences in linear regression with unknown form of heteroscedasticity ⋮ A note on the construction of asymptotically linear estimators ⋮ Semiparametric inference in a partial linear model ⋮ On Bahadur asymptotic efficiency in a semiparametric regression model ⋮ Profile Hellinger distance estimation ⋮ A review of semiparametric mixture models ⋮ Adaptive estimation in time-series models ⋮ Efficient estimates in linear and nonlinear regression with heteroscedastic errors ⋮ Estimation of some partially specified nonlinear models ⋮ The local asymptotic minimax adaptive property of a recursive estimate ⋮ Efficient estimation in semiparametric GARCH models ⋮ Efficient estimation in a semiparametric additive regression model with autoregressive errors ⋮ A new class of consistent estimators for stochastic linear regressive models ⋮ Estimation in random translation models ⋮ Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models ⋮ On asymptotically efficient estimation for a semiparametric regression model ⋮ Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence ⋮ Debiased machine learning of set-identified linear models ⋮ Efficient inference in a semiparametric generalised linear model ⋮ Efficient Hellinger distance estimates for semiparametric models ⋮ Neighborhood-based cross fitting approach to treatment effects with high-dimensional data ⋮ Locally Robust Semiparametric Estimation ⋮ Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing ⋮ Asymptotically linear estimation in a generalized linear model ⋮ Estimating the Error Distribution in a Single-Index Model ⋮ Semi-parametric regression: efficiency gains from modeling the nonparametric part ⋮ Nearest-neighbour estimation of semiparametric regression models ⋮ On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning ⋮ On adaptive estimation in nonstationary ARMA models with GARCH errors ⋮ A generalization of asymptotically linear estimators ⋮ Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations ⋮ Generalized random forests ⋮ Root-n-consistent semiparametric estimation of partially linear models based on k-nn method ⋮ Semiparametric efficient adaptive estimation of the GJR-GARCH model ⋮ Root-n-consistent estimation of partially linear time series models ⋮ Goodness-of-fit tests in semi-linear models ⋮ On asymptotic differentiability of averages. ⋮ Penalized maximum likelihood and semiparametric second-order efficiency ⋮ Some developments in semiparametric statistics ⋮ Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error ⋮ Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model ⋮ PARTIALLY LINEAR MODELS WITH UNIT ROOTS ⋮ Approximate maximum likelihood estimation in linear regression ⋮ Estimation in two sample type II censoring models ⋮ Estimation of a partially linear additive model with generated covariates ⋮ Asymptotically uniformly most powerful tests in parametric and semiparametric models ⋮ Adaptive estimation in a random coefficient autoregressive model ⋮ On minimum Hellinger distance estimation ⋮ Augmented minimax linear estimation ⋮ Construction of credible intervals for nonlinear regression models with unknown error distributions ⋮ On the asymptotic variance of the debiased Lasso ⋮ Unnamed Item ⋮ Semiparametrically point-optimal hybrid rank tests for unit roots ⋮ Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach ⋮ Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response ⋮ How Many Iterations are Sufficient for Efficient Semiparametric Estimation? ⋮ Efficient estimation of a shift in nonparametric regression ⋮ Learning When-to-Treat Policies ⋮ Unnamed Item ⋮ Efficiency bounds for semiparametric models with singular score functions ⋮ Asymptotic minimax estimation in semiparametric models ⋮ Tests against inequality constraints in semiparametric models ⋮ Non-parametric adaptive locally asymptotically optimum detection in additive noise
