Some Results on Asymptotic Efficiency in A Generalized Serniparametric Regression Model

ConsiderY=f（X,β₀）+g（T）+ε,f（.,.） is a given function defined on R^b₁×R^p, g（.） is an unknown smooth function, β₀ is a p x 1 vector to be estimated. This paper summerizes the known results on asymptotic normality, efficiency under the sense of asymptotic normality, second order asymptotic efficiency ans Bahadur asymptotic efficiency of the estimates of β₀.