Introduction à la théorie des bornes d'efficacité semiparamétriques

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.