Efficient estimation in the two-sample semiparametric location-scale models

DOI10.1007/BF01207511MaRDI QIDQ1822862zbMATHFDO

Authors Byeong U. Park

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

smoothing parametersasymptotic varianceLebesgue measureefficient estimatorMonte Carlo simulationssmall sample propertiesadaptive estimatordata-based bootstrap methodsemiparametric location-scale model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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• M‐estimation Under a Two‐Sample Semiparametric Model
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• scientific article; zbMATH DE number 4201378
• Estimating a real parameter in a class of semiparametric models

Cites work

• scientific article; zbMATH DE number 3124347 (Why is no real title available?)
• A note on the construction of asymptotically linear estimators
• Adaptive maximum likelihood estimators of a location parameter
• An efficient and robust adaptive estimator of location
• Asymptotically efficient adaptive rank estimates in location models
• Asymptotically efficient non-parametric estimators of location and scale parameters
• Asymptotically efficient non-parametric estimators of location and scale parameters. II
• Efficiency-Robust Estimation of Location
• Efficient Estimation of a Shift Parameter From Grouped Data
• Information and asymptotic efficiency in parametric-nonparametric models
• On adaptive estimation
• Robust m-estimators of multivariate location and scatter

Cited in

(13)

• Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions
• Adaptive estimation in symmetric location model under log-concavity constraint
• M‐estimation Under a Two‐Sample Semiparametric Model
• Stein 1956: Efficient nonparametric testing and estimation
• Asymptotic minimax estimation in semiparametric models
• Rejoinder: ``Inference in two-piece location-scale models with Jeffreys priors
• Nonparametric estimation of location and scale parameters
• scientific article; zbMATH DE number 795285 (Why is no real title available?)
• Semi-parametric regression: efficiency gains from modeling the nonparametric part
• Estimating the real parameter in a two-sample proportional odds model
• Estimation of a semiparametric multiplicative density model
• Loss-based approach to two-piece location-scale distributions with applications to dependent data
• Higher order kernels in adaptive location estimation^∗

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