Schick, Anton - In: Stochastic Processes and their Applications 61 (1996) 2, pp. 339-361
In this paper we characterize and construct efficient estimates of the regression parameter [beta] in the semiparametric additive regression model Yj = [beta]TUj+[gamma](Vj), J=1,2 ..., where [beta] is an unknown vector in Rm, [gamma] is an unknown Lipschitz-continuous function from [0, 1] to R,...
