Estimating a real parameter in a class of semiparametric models

DOI10.1214/AOS/1176351048zbMath0665.62034OpenAlexW2121353099MaRDI QIDQ1116226

Aad W. van der Vaart

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176351048

zbMATH Keywords

convolutionsemiparametric modelsnuisance parameterconditional expectationsadaptationmixture modelssufficient statisticscore functionslocal completenessasymptotic efficient estimationconditional maximum likelihood estimationasymptotically normal sequence of estimatorslocal asymptotic minimax theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter ⋮ Robust estimates in generalized partially linear single-index models ⋮ Adaptive robust regression with continuous Gaussian scale mixture errors ⋮ Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors ⋮ New \(M\)-estimators in semi-parametric regression with errors in variables ⋮ SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS ⋮ Information in semiparametric mixtures of exponential families ⋮ Stein 1956: Efficient nonparametric testing and estimation ⋮ Efficient maximum likelihood estimation in semiparametric mixture models ⋮ Semi-parametric estimation in the nonlinear structural errors-in-variables model ⋮ Asymptotic normality of robust \(M\)-estimators with convex penalty

This page was built for publication: Estimating a real parameter in a class of semiparametric models