Semiparametrically efficient estimation of constrained Euclidean parameters

DOI10.1214/17-EJS1308zbMath1373.62115arXiv1508.03416OpenAlexW2962958601MaRDI QIDQ2408231

Chris A. J. Klaassen, Nanang Susyanto

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.03416

zbMATH Keywords

semiparametric estimationefficient estimatorGaussian copularestricted parametersemiparametric submodelsunderlying parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (3)

Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks ⋮ A derivation of the Cramer-Rao lower bound of euclidean parameters under equality constraints via score function ⋮ Semiparametrically efficient estimation of Euclidean parameters under equality constraints

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