Efficient estimation of linear functionals of a probability measure \(P\) with known marginal distributions

DOI10.1214/aos/1176348251zbMath0742.62034OpenAlexW2085043224MaRDI QIDQ1178942

Jon A. Wellner, Peter J. Bickel, Ya'acov Ritov, Hannelore Liero

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348251

zbMATH Keywords

asymptotic normalitysemiparametric modelasymptotic efficiencyinfluence functionalternating projectionstangent spaceestimation of functionalsACE equationsalternating conditional expectations algorithmknown marginal distributionsmodified minimum chi squaremodified minimum chi-square estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Martingales with continuous parameter (60G44)

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