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On the Efficient Influence Function and the Efficient Score Function

Efficient influence functions and efficient score functions are representations of derivatives of maps. The invariance of the former under changes of parametrization, and the formula relating the efficient influence function for the projection of a parameter to the efficient score function, turn out to be immediate results of diagram chasing, rather than following from formal calculations.
Year of publication:
1997-02-07
Authors: Lenstra, Andries
Institutions: Tinbergen Institute
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Notes:
The text is part of a series Tinbergen Institute Discussion Papers Number 97-020/4
Source:
Persistent link: https://www.econbiz.de/10005281781
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