Abstract
As in parametric models, one can define an efficiency bound for estimators in semi-parametric models, which is analogous to the Cramer-Rao bound. This paper surveys the available results: computation of the bound by mean of projection, possibility and construction of semi-parametric estimators, efficient estimation in semi-parametric models. Numerous examples are discussed and a new class of estimators in censored regression models is introduced.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
