Efficient estimation in the errors in variables model
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Publication:1102053
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
efficient estimation; semiparametric; efficient score function; normal error; errors in variables model; information bounds; instrumental variable models; minimum distance estimate; Reiersøl model; structural
62P20: Applications of statistics to economics
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
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