Asymptotic efficiency in semiparametric models

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	Asymptotic efficiency in semiparametric models
	Hua, LA
	1996-02-01
发表期刊	PROGRESS IN NATURAL SCIENCE
ISSN	1002-0071
卷号	6 期号:1 页码:26-35
摘要	Suppose that Y=X(tau)beta+g (T)+epsilon, where g is a smooth but unknown function, beta is a k x 1 parameter vector to be estimated. An asymptotically efficient estimator of beta is constructed based on {Y-i, X(i), T-i i=1,...,n} when the density functions of(X, T) and epsilon are unknown.
关键词	asymptotic efficiency adaptive estimation semiparametric model
语种	英语
WOS研究方向	Materials Science ; Science & Technology - Other Topics
WOS类目	Materials Science, Multidisciplinary ; Multidisciplinary Sciences
WOS记录号	WOS:A1996UE38100004
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28779
专题	中国科学院数学与系统科学研究院
通讯作者	Hua, LA
作者单位	CHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 GB/T 7714	Hua, LA. Asymptotic efficiency in semiparametric models[J]. PROGRESS IN NATURAL SCIENCE,1996,6(1):26-35.
APA	Hua, LA.(1996).Asymptotic efficiency in semiparametric models.PROGRESS IN NATURAL SCIENCE,6(1),26-35.
MLA	Hua, LA."Asymptotic efficiency in semiparametric models".PROGRESS IN NATURAL SCIENCE 6.1(1996):26-35.