Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145746 | Journal of Multivariate Analysis | 2014 | 11 Pages |
Abstract
We calculate semiparametric efficiency bounds for a partially linear single-index model using a simple method developed by Severini and Tripathi (2001). We show that this model can be used to evaluate the efficiency of several existing estimators.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Tao Chen, Thomas Parker,