Second order asymptotic efficiency in a partial linear model

In this paper, the authors discuss the second order asymptotic efficiency of estimators of [beta] based on MLE for Y=X[beta]+g(T)+[epsilon], where X,T, [epsilon] are independent, g is unknown, [epsilon] [approximate] [phi](Â·) is known with mean 0 and variance [sigma]2.

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Year of publication:	1993
Authors:	Hua, Liang ; Ping, Cheng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 18.1993, 1, p. 73-84
Publisher:	Elsevier
Keywords:	Second order asymptotic efficiency asymptotically median unbiasedness semiparametric model partial linear model

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254665