LIANG Hua, YUAN Yahua, . SECOND ORDER ASYMPTOTIC EFFICIENCY FOR Y=θ1+g（T）+ε[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 133-141.
Citation:
LIANG Hua, YUAN Yahua, . SECOND ORDER ASYMPTOTIC EFFICIENCY FOR Y=θ1+g（T）+ε[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 133-141.
LIANG Hua, YUAN Yahua, . SECOND ORDER ASYMPTOTIC EFFICIENCY FOR Y=θ1+g（T）+ε[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 133-141.
Citation:
LIANG Hua, YUAN Yahua, . SECOND ORDER ASYMPTOTIC EFFICIENCY FOR Y=θ1+g（T）+ε[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 133-141.
SECOND ORDER ASYMPTOTIC EFFICIENCY FOR Y=θ1+g（T）+ε
In this paper, the authors oonstruot seoond order asymptotically effluent estimator of θ1 baaed on PMLB for the semiparametric regression model Y=θ+g（T）+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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