Semiparametric efficiency for partially linear single-index regression models

被引：3

作者：

Chen, Tao ^{[1
]}

Parker, Thomas ^{[1
]}

机构：

[1] Univ Waterloo, Dept Econ, Waterloo, ON N2L 3G1, Canada

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2014年 / 130卷

关键词：

Semiparametric efficiency; Partially linear single-index model; Single-index model; Conditional mean restriction; Conditional quantile restriction;

D O I：

10.1016/j.jmva.2014.06.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We calculate semiparametric efficiency bounds for a partially linear single-index model using a simple method developed by Severini and Tripathi (2001). We show that this model can be used to evaluate the efficiency of several existing estimators. (C) 2014 Elsevier Inc. All rights reserved.

引用

页码：376 / 386

页数：11

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