On the construction of efficient estimators in semiparametric models

DOI10.1524/stnd.21.2.109.19007zbMath1040.62029OpenAlexW2222101232MaRDI QIDQ4459752

Anton Schick, William J. Hooper, Jeffrey S. Forrester, Hanxiang Peng

Publication date: 18 May 2004

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/061ef76083eee168a6e6ce939dcbc2a9da27def1

zbMATH Keywords

sample splittingefficient score functionpartly linear regression modellinear smoothersleave-one-out estimatorunder-smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (14)

Estimating linear functionals in nonlinear regression with responses missing at random ⋮ Efficient inference in a semiparametric generalised linear model ⋮ Estimating the density of a possibly missing response variable in nonlinear regression ⋮ Efficient Hellinger distance estimates for semiparametric models ⋮ Efficient estimation of the error distribution in a varying coefficient regression model ⋮ Efficient parameter estimation in regression with missing responses ⋮ Efficient estimation in a regression model with missing responses ⋮ Inference about the slope in linear regression: an empirical likelihood approach ⋮ Moment estimation in a semiparametric generalized linear model ⋮ Minimum Hellinger distance estimation in a two-sample semiparametric model ⋮ Some developments in semiparametric statistics ⋮ The transfer principle: a tool for complete case analysis ⋮ On minimum Hellinger distance estimation ⋮ Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach

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