Semiparametric efficiency in GMM models with auxiliary data

DOI10.1214/009053607000000947zbMath1133.62023arXiv0705.0069OpenAlexW2160111894MaRDI QIDQ2426625

Alessandro Tarozzi, Han Hong, Xiaohong Chen

Publication date: 23 April 2008

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

Full work available at URL: https://arxiv.org/abs/0705.0069

zbMATH Keywords

generalized method of momentsmeasurement errormissing datainverse probability weightingsieve estimationauxiliary datasemiparametric efficiency bounds

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05)

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