Efficient estimation in the errors in variables model
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Publication:1102053
DOI10.1214/aos/1176350358zbMath0643.62029OpenAlexW2094793482MaRDI QIDQ1102053
Ya'acov Ritov, Peter J. Bickel
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350358
efficient estimationsemiparametricefficient score functionnormal errorerrors in variables modelinformation boundsinstrumental variable modelsminimum distance estimateReiersøl modelstructural
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)
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