How Many Iterations are Sufficient for Efficient Semiparametric Estimation?

DOI10.1002/sjos.12005zbMath1364.62077arXiv1009.2111OpenAlexW1601848613MaRDI QIDQ2852630

Guang Cheng

Publication date: 9 October 2013

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

Full work available at URL: https://arxiv.org/abs/1009.2111

zbMATH Keywords

semiparametric modelsNewton-Raphson algorithmgeneralized profile likelihoodhigher order asymptotic efficiency\(k\)-step estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Fast Generalized Linear Models by Database Sampling and One-Step Polishing

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