Second order asymptotic efficiency in a partial linear model

Liang Hua and Cheng Ping

Statistics & Probability Letters, 1993, vol. 18, issue 1, 73-84

Abstract: In this paper, the authors discuss the second order asymptotic efficiency of estimators of [beta] based on MLE for Y=X[beta]+g(T)+[epsilon], where X,T, [epsilon] are independent, g is unknown, [epsilon] [approximate] [phi](·) is known with mean 0 and variance [sigma]2.

Keywords: Second; order; asymptotic; efficiency; asymptotically; median; unbiasedness; semiparametric; model; partial; linear; model (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (5)

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