Information and asymptotic efficiency in parametric-nonparametric models
From MaRDI portal
Publication:594507
DOI10.1214/aos/1176346151zbMath0526.62045OpenAlexW2090503746MaRDI QIDQ594507
Publication date: 1983
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346151
informationprojectionadaptive estimationrepresentation theoremsmixture modelsCox proportional hazards modelasymptotic lower boundsasymptotic minimax boundsHellinger- differentiable densityone-sample location modelparametric-nonparametric modelstwo-sample shift model
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
An additive Cox model for coronary heart disease study ⋮ Estimation in the Cox Model with Missing Covariate Data ⋮ Profile Hellinger distance estimation ⋮ SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION ⋮ MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS ⋮ Information, ancillarity, and sufficiency in the presence of nuisance parameters ⋮ Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation ⋮ Variable selection for proportional hazards models with high‐dimensional covariates subject to measurement error ⋮ Analysis and asymptotic theory for nested case-control designs under highly stratified proportional hazards models ⋮ Efficient inference in a semiparametric generalised linear model ⋮ Estimation of Network Parameters in Semiparametric Stochastic Perceptron ⋮ Fifty years with the Cox proportional hazards regression model ⋮ Statistical inference under imputation for proportional hazard model with missing covariates ⋮ The Kaplan-Meier Integral in the Presence of Covariates: A Review ⋮ Maximum likelihood estimator for the proportional hazards model with incomplete information ⋮ SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES ⋮ Uniformly adaptive estimation for models with arma errors ⋮ Information Geometry ⋮ Estimating partially linear panel data models with one-way error components ⋮ Rao's score test with nonparametric density estimators ⋮ Semiparametric Efficient Distribution Free Estimation of Panel Models ⋮ Semiparametric mixtures in case-control studies ⋮ Inference with paired data and partial control ⋮ Semiparametric inference with kernel likelihood ⋮ Asymptotic linearity of minimax estimators ⋮ Unnamed Item ⋮ Inefficiency of inferences with the partial likelihood ⋮ Toward Computerized Efficient Estimation in Infinite-Dimensional Models ⋮ Multivariate survival distributions ⋮ Efficiency bounds for semiparametric models with singular score functions ⋮ Using Machine Learning Methods to Support Causal Inference in Econometrics ⋮ A characterization of limiting distributions of estimators in an autoregressive process ⋮ Z-estimation and stratified samples: application to survival models ⋮ A semiparametric efficiency bound of a disequilibrium model without observed regime ⋮ On efficient estimation of the ordered response model ⋮ Asymptotic efficiency of estimation in the partial Koziol-Green model ⋮ An efficient nonparametric estimator for models with nonlinear dependence ⋮ Asymptotic efficiency in semi-parametric models with censoring ⋮ Information bounds for Cox regression models with missing data. ⋮ Semiparametric random coefficient regression models ⋮ On local odds and hazard rate models in survival analysis ⋮ Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location ⋮ A random linear functional approach to efficiency bounds ⋮ Semiparametric maximum likelihood estimation of polychotomous and sequential choice models ⋮ A regression approach for estimating the center of symmetry ⋮ Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald ⋮ Semiparametric inference for the accelerated life model with time- dependent covariates ⋮ Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction ⋮ Semiparametric efficiency bounds for the binary choice and sample selection models under conditional symmetry ⋮ On the efficiency of estimators of a spectral density multivariate parameter ⋮ Uniform rates of estimation in the semiparametric Weibull mixture model ⋮ Linear regression with doubly censored data ⋮ Efficiency of weighted averages ⋮ Efficient estimation in some missing data problems ⋮ Efficiency of estimators for partially specified filtered models ⋮ An infinite dimensional convolution theorem with applications to random censoring and missing data models ⋮ A characterization of translation-invariant experiments admitting adaptive estimates ⋮ Efficient estimates in linear and nonlinear regression with heteroscedastic errors ⋮ Estimation of some partially specified nonlinear models ⋮ Efficient estimation in models with independence restrictions ⋮ Efficiency comparisons in multivariate multiple regression with missing outcomes ⋮ Limits of experiments associated with sampling plans ⋮ Semiparametric estimation of the type-3 Tobit model ⋮ Intention-to-treat comparisons in randomized trials ⋮ Large deviations and estimation in infinite-dimensional models ⋮ Case-control studies with contaminated controls ⋮ Efficient estimation in a semiparametric additive regression model with autoregressive errors ⋮ Efficient estimation of regression parameters from multistage studies with validation of outcome and covariates ⋮ Asymptotic theorems for estimating the distribution function under random truncation ⋮ Nonparametric and semiparametric estimation of the receiver operating characteristic curve ⋮ Efficiency of the maximum partial likelihood estimator for nested case control sampling ⋮ Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency ⋮ On methods of sieves and penalization ⋮ Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models ⋮ Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model ⋮ Efficient Hellinger distance estimates for semiparametric models ⋮ Semiparametric efficiency in GMM models with auxiliary data ⋮ Efficient semiparametric estimation via Cholesky decomposition for longitudinal data ⋮ On the inefficiency of propensity score matching ⋮ Finite sample optimality of maximum partial likelihood estimation in Cox's model for counting processes ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Semiparametric-efficient estimation of AR(1) panel data models. ⋮ \(U\)-statistic with side information ⋮ Likelihood ratio inference for mean residual life ⋮ A note on efficient density estimators of convolutions ⋮ Asymptotic linear expansion of profile likelihood in the Cox mode ⋮ Semiparametric Bayesian causal inference ⋮ Efficiency of profile likelihood in semi-parametric models ⋮ Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood ⋮ Information bounds for Gaussian copulas ⋮ A generalization of asymptotically linear estimators ⋮ Nonparametric estimators which can be ``plugged-in. ⋮ Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling. ⋮ Efficient estimation of regression coefficients and baseline hazard under proportionality of conditional hazards ⋮ A conversation with Jon Wellner ⋮ Higher order semiparametric frequentist inference with the profile sampler ⋮ The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions ⋮ Nonparametric IV estimation of local average treatment effects with covariates ⋮ Some developments in semiparametric statistics ⋮ Efficient estimation of Banach parameters in semiparametric models ⋮ Efficient robust estimation of parameter in the random censorship model ⋮ Local partial likelihood estimation in proportional hazards regression ⋮ Causal proportional hazards models and time-constant exposure in randomized clinical trials ⋮ Missing information principle: a unified approach for general truncated and censored survival data problems ⋮ Efficient estimation in dynamic conditional quantile models ⋮ Deductive derivation and turing-computerization of semiparametric efficient estimation ⋮ Some efficiency bounds for semiparametric discrete choice models ⋮ Information in semiparametric mixtures of exponential families ⋮ Quadratic semiparametric von Mises calculus ⋮ Pseudo-observations for competing risks with covariate dependent censoring ⋮ Estimation in two sample type II censoring models ⋮ Semiparametric estimation in the multivariate Liouville model. ⋮ Stein 1956: Efficient nonparametric testing and estimation ⋮ Asymptotically uniformly most powerful tests in parametric and semiparametric models ⋮ A remark on semiparametric models ⋮ Efficient estimation in the two-sample semiparametric location-scale models ⋮ Root- estimability of some missing data models ⋮ Asymptotic efficient estimation in semiparametric nonlinear regression models ⋮ A conversation with Piet Groeneboom ⋮ Detection of spatial clustering with average likelihood ratio test statistics ⋮ Efficient estimation and stratified sampling ⋮ Non-separable models with high-dimensional data ⋮ Stochastic panel frontiers: A semiparametric approach ⋮ Large sample theory of maximum likelihood estimates in semiparametric biased sampling models. ⋮ The statistical work of Lucien Le Cam. ⋮ Efficient estimation of a shift in nonparametric regression ⋮ Monte Carlo computation of the mean of a function with convex support ⋮ Asymptotic minimax estimation in semiparametric models ⋮ Tests against inequality constraints in semiparametric models ⋮ Higher order tangent spaces and influence functions ⋮ Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
