Efficient inference in a semiparametric generalised linear model

Hanxiang Peng

Journal of Nonparametric Statistics, 2008, vol. 20, issue 2, 115-127

Abstract: In this article, we calculate an explicit formula of the efficient influence function of the regression parameter in a semiparametric generalised linear model using the method of orthogonality calculations. We construct an efficient estimate of the parameter of interest.

Date: 2008
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DOI: 10.1080/10485250801920913

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