2ND-ORDER ASYMPTOTIC EFFICIENCY IN A PARTIAL LINEAR-MODEL

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	2ND-ORDER ASYMPTOTIC EFFICIENCY IN A PARTIAL LINEAR-MODEL
	HUA, L; PING, C
	1993-08-30
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	18 期号:1 页码:73-84
摘要	In this paper, the authors discuss the second order asymptotic efficiency of estimators of beta based on MLE for Y = Xbeta + g(T) + epsilon, where X, T, epsilon are independent, g is unknown, epsilon approximately phi(.) is known with mean 0 and variance sigma2.
关键词	2ND ORDER ASYMPTOTIC EFFICIENCY ASYMPTOTICALLY MEDIAN UNBIASEDNESS SEMIPARAMETRIC MODEL PARTIAL LINEAR MODEL
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:A1993LV21500011
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/27518
专题	中国科学院数学与系统科学研究院
作者单位	CHINESE ACAD SCI,INST SYST SCI,BEIJING,PEOPLES R CHINA
推荐引用方式 GB/T 7714	HUA, L,PING, C. 2ND-ORDER ASYMPTOTIC EFFICIENCY IN A PARTIAL LINEAR-MODEL[J]. STATISTICS & PROBABILITY LETTERS,1993,18(1):73-84.
APA	HUA, L,&PING, C.(1993).2ND-ORDER ASYMPTOTIC EFFICIENCY IN A PARTIAL LINEAR-MODEL.STATISTICS & PROBABILITY LETTERS,18(1),73-84.
MLA	HUA, L,et al."2ND-ORDER ASYMPTOTIC EFFICIENCY IN A PARTIAL LINEAR-MODEL".STATISTICS & PROBABILITY LETTERS 18.1(1993):73-84.