Asymptotic efficiency in semiparametric models
摘要
Suppose that Y-X'β + g(T) +e, where g is a smooth but unknown function, β is a k×1 parameter vector to be estimated. An asymptotically efficient estimator of β is constructed based on {Yi,Xi, Ti, i = 1,……, n} when the density functions of (X, T) and eare unknown.
引用本文(GB/T 7714)
Hua Liang. Asymptotic efficiency in semiparametric models[J]. 未知来源, 1996.
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