A random linear functional approach to efficiency bounds

DOI10.1016/0304-4076(94)01603-WzbMath0814.62076OpenAlexW1965023147MaRDI QIDQ1343137

Alberto Holly

Publication date: 1 February 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01603-w

zbMATH Keywords

semiparametric modelssurvival dataefficiency boundsCox's regression modelbest linear approximationsfinite-dimensional parametersgradient for the log-linear functionalinfinite-dimensional parametersrandom linear functionals

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Applications of functional analysis in probability theory and statistics (46N30)

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Cites Work

• Semi-Nonparametric Maximum Likelihood Estimation
• Information and asymptotic efficiency in parametric-nonparametric models
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• A large sample study of Cox's regression model
• Semiparametric efficiency bounds
• Infinite-Dimensional Informational Inequalities
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