Efficient estimation of Banach parameters in semiparametric models

DOI10.1214/009053604000000913zbMath1065.62053arXivmath/0504512OpenAlexW2142081292MaRDI QIDQ1781163

Chris A. J. Klaassen, Hein Putter

Publication date: 23 June 2005

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

Full work available at URL: https://arxiv.org/abs/math/0504512

zbMATH Keywords

bootstrapsample varianceCox modeldelta methodtangent spacestransformation modelsefficient influence operatorslinkage modelssubstitution estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Applications of functional analysis in probability theory and statistics (46N30)

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Estimating invariant laws of linear processes by \(U\)-statistics., Efficient density estimation in an AR(1) model, A new serially correlated gamma-frailty process for longitudinal count data, Goodness-of-fit tests in semi-linear models, On asymptotic differentiability of averages., Multiple linear regressions by maximizing the likelihood under assumption of generalized Gauss-Laplace distribution of the error, Some developments in semiparametric statistics, Efficient estimation of Banach parameters in semiparametric models

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