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Semiparametric efficiency for partially linear single-index regression models

Article ID Journal Published Year Pages File Type
1145746 Journal of Multivariate Analysis 2014 11 Pages PDF
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.
Keywords
62G2062P20Partially linear single-index modelSemiparametric efficiencySingle-index model
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Preview
Semiparametric efficiency for partially linear single-index regression models
Authors
Tao Chen, Thomas Parker,
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Journal
Journal of Multivariate Analysis
Journal: Journal of Multivariate Analysis
Related Categories
62G20
62P20
Partially linear single-index model
Semiparametric efficiency
Single-index model
Algebra and Number Theory
Analysis
Applied Mathematics
Computational Mathematics
Control and Optimization
Discrete Mathematics and Combinatorics
Geometry and Topology
Logic
Mathematical Physics
Mathematics (General)
Modelling and Simulation
Numerical Analysis
Statistics and Probability
Theoretical Computer Science
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