Y=θ1+gT)+ε的二阶渐近有效性

SECOND ORDER ASYMPTOTIC EFFICIENCY FOR Y=θ1+gT)+ε

  • 摘要: 对半参数线性模型Y=θ+gT)+ε根据PMLE作者构造了θ1的二阶渐近有效估计,这里Tε独立,g(·)和θ1未知,ε的分布密度已知且均值为0方差是σ2

     

    Abstract: In this paper, the authors oonstruot seoond order asymptotically effluent estimator of θ1 baaed on PMLB for the semiparametric regression model Y=θ+gT)+ε, where T and ε are independent, g is unknown, the density function g(·) of ε is known with mean 0 and variance σ2

     

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