On differentiability of implicitly defined function in semi-parametric profile likelihood estimation

DOI10.3150/14-BEJ669zbMath1388.62080arXiv1601.01434MaRDI QIDQ5963512

Yuichi Hirose

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01434

zbMATH Keywords

efficiencysemiparametric modelprofile likelihoodefficient information boundefficient scoreimplicitly defined function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

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