This paper considers estimation and inference for the multinomial response model in the case where endogenous variables are arguments of the unknown link function. Semiparametric estimators are proposed that avoid the parametric assumptions underlying the likelihood approach as well as the loss...

When there is uncertainty concerning the appropriate statistical model to use in representing the data sampling process and corresponding estimators, we consider a basis for optimally combining estimation problems. In the context of the multivariate linear statistical model, we consider a...

When there is uncertainty concerning the appropriate statistical model to use in representing the data sampling process and corresponding estimators, we consider a basis for optimally combining estimation problems. In the context of the multivariate linear statistical model, we consider a...