On the construction of efficient estimators in semiparametric models

DOI10.1524/STND.21.2.109.19007zbMATH Open1040.62029OpenAlexW2222101232MaRDI QIDQ4459752FDOQ4459752

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

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

Cited In (17)

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

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