A note on the construction of asymptotically linear estimators
From MaRDI portal
Publication:1096991
DOI10.1016/0378-3758(87)90059-0zbMath0634.62036OpenAlexW2077715345MaRDI QIDQ1096991
Publication date: 1987
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(87)90059-0
heteroscedasticityefficient estimationexamplesasymptotically linear estimatorsregression modelestimates of the influence function
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Cites Work
- Adapting for heteroscedasticity in linear models
- On asymptotically efficient estimation in semiparametric models
- On adaptive estimation
- Adaptive maximum likelihood estimators of a location parameter
- Asymptotically efficient adaptive rank estimates in location models
- ADAPTIVE ESTIMATION IN LINEAR REGRESSION
