Estimation in semiparametric models. Some recent developments

From MaRDI portal
Publication:1188637

zbMath0704.62034MaRDI QIDQ1188637

Johann Pfanzagl

Publication date: 17 September 1992

Published in: Lecture Notes in Statistics (Search for Journal in Brave)




Related Items

On the consistency of conditional maximum likelihood estimatorsA case of asymptotic equivalence between conditional and marginal maximum likelihood estimatorsDemystifying Statistical Learning Based on Efficient Influence FunctionsA review of semiparametric mixture modelsSemiparametric likelihood ratio inferenceGeneral \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parametersAssumption-Lean Cox RegressionEfficient estimation of the maximal association between multiple predictors and a survival outcomeAdversarial meta-learning of Gamma-minimax estimators that leverage prior knowledgeUnnamed ItemSemiparametric estimation of a functional of the drift coefficient of a dynamical system with small noiseUniform \(L_{1}\) posterior consistency in compact Gaussian shift experimentsPenalized maximum likelihood and semiparametric second-order efficiencySome developments in semiparametric statisticsParametric-Rate Inference for One-Sided Differentiable ParametersHow informative is the initial condition in the dynamic panel model with fixed effects?Efficient maximum likelihood estimation in semiparametric mixture modelsAsymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equationsDiscussion of Kallus (2020) and Mo, Qi, and Liu (2020): New Objectives for Policy LearningNon-separable models with high-dimensional dataRobust semiparametric M-estimation and the weighted bootstrapOptimal Individualized Decision Rules Using Instrumental Variable MethodsInfinitesimally robust estimation in general smoothly parametrized models




This page was built for publication: Estimation in semiparametric models. Some recent developments