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This paper deals with M-estimators for a semiparametric regression model Y=X^tβ_0 + g_0(T) + e，where Y is real-valued, T ranges over a nondegenerate compact interval, X ∈R^d, e is a random error, β_0 ...
ON BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL
bahadur asymptotic efficiency sendparam
2007/8/7
In this paper, authors consider Bahadur asymptotic efficiency of MLE {\bar β}_{ML} of β, which is an unknown parameter vector in the semiparametric regression model Y_i=X_i~T β + g(T_i) + i, where g i...