A remark on semiparametric models

J. Pfanzagl

Journal of Multivariate Analysis, 1986, vol. 19, issue 1, 183-188

Abstract: Let ? be a functional defined on a family of probability measures , containing a subfamily . The paper presents a condition involving the gradient of the functional under which--for probability measures in --"adaptation" is possible, i.e., under which the asymptotic variance bound for estimators of ?(P) under the assumption P [set membership, variant] is the same as under the assumption P [set membership, variant] . This condition applies in particular to semiparametric models.

Keywords: tangent; space; differentiable; functional; minimum; distance; estimator; adaptation (search for similar items in EconPapers)
Date: 1986
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