Second order asymptotic efficiency in a partial linear model

DOI10.1016/0167-7152(93)90101-NMaRDI QIDQ689520zbMATH OpenOpenAlexFDO

Authors Hua Liang, Ping Cheng

Publication date 12 December 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90101-n

zbMATH Keywords

semiparametric modelmaximum likelihood estimatorasymptotic median unbiasednessexplanatory variablesecond order asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear inference, regression (62J99)

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Cites work

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• scientific article; zbMATH DE number 3416832 (Why is no real title available?)
• Asymptotic expansions related to minimum contrast estimators
• Convergence rates for parametric components in a partly linear model
• On the application of the Minkowski‐Farkas theorem to sampling designs

Cited in

(9)

• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
• Second-order asymptotic efficiency of PMLE in generalized linear models
• Second order minimax estimation in partial linear models
• Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
• Bootstrap approximation in a partially linear regression model
• scientific article; zbMATH DE number 913285 (Why is no real title available?)
• scientific article; zbMATH DE number 3911488 (Why is no real title available?)
• The berry-esseen bounds of error variance estimation in semiparametric regression models
• Higher order asymptotic theory for minimum contrast estimators of spectral parameters of stationary processes

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