On Asymptotically Efficient Estimation in Semiparametric Models
The Annals of Statistics · 1986 · Volume 14 · Issue 3
Abstract
A general method for the construction of asymptotically efficient estimates in semiparametric models is presented. It improves and modifies Bickel's (1982) construction of adaptive estimates and obtains asymptotically efficient estimates under conditions weaker than those in Bickel.
Keywords
62G05, 62G20, Adaptation, efficient estimation, regression model, Semiparametric model
Enable JavaScript for citation tools and additional paper interactions.