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| BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL |
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Citation： |
Liang Hua,Cheng Ping.BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL[J].Chinese Annals of Mathematics B,1994,15(2):129~140 |
| Page view： 930
Net amount： 599 |
Authors： |
Liang Hua; Cheng Ping |
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| Abstract： |
The authors give MLE $\hat\theta_{1ML}$ of $\theta_1$ in the model
$ Y={\theta_1}+g(T)+\ve $, then consider Bahadur
asymptotic efficiency of $\hat\theta_{1ML}, $
where $ T$ and $\ve $ are independent, $ g $
is unknown, $ \ve\sim\varphi(\cdot) $ is known with mean 0 and variance $ \sigma^2. $ |
Keywords： |
Semiparametric regression model, Bahadur asymptotic efficiency,Maximum likelihood estimation. |
Classification： |
62J02 |
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