Semiparametric efficiency for partially linear single-index regression models
نویسندگان
چکیده
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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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 130 شماره
صفحات -
تاریخ انتشار 2014