Semiparametric efficiency for partially linear single-index regression models
نویسندگان
چکیده
منابع مشابه
Semiparametric efficiency for partially linear single-index regression models
We calculate semiparametric efficiency bounds for a partially linear single-index model using a simple method developed by [1]. We show that this model can be used to evaluate the efficiency of several existing estimators.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.06.006