Some developments in semiparametric statistics

DOI10.1080/15598608.2008.10411888zbMATH Open1211.62066OpenAlexW2009225780MaRDI QIDQ715787FDOQ715787

Authors: Anton Schick, Wolfgang Wefelmeyer 

Publication date: 18 April 2011

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2008.10411888

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zbMATH Keywords

predictionestimating equationnonparametric regressionefficiencyautoregressionlinear processmoving averageconvolution theoremconditional constraintcopula model, semiparametric regressionlinear constraintlocal U-statisticmarginal constraintNewton-Raphson procedurepartly linear regressionquasi-likelihood modelsymmetric location model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited In (7)

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• From the early days of the semiparametric field: a conversation with Ya'acov Ritov
• On semiparametric statistical inferences in the moderate deviation zone
• Non- and semiparametric statistics: compared and contrasted
• Improving efficient marginal estimators in bivariate models with parametric marginals
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• Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula

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