Estimation for a partial-linear single-index model
Jane-Ling Wang, Liugen Xue, Lixing Zhu, Yun Sam Chong, Li-Xing Zhu
The Annals of Statistics · 2011 · Volume 39 · Issue 6
Abstract
This note is to correct an error in Lemma A.7 of Wang et al. (2010). The original claim of asymptotically higher efficiency no longer holds.
Keywords
62G05, 62G20, Asymptotic efficiency, partial-linear single-index model
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