Cramér Asymptotic Efficiency in a Semiparametric Model

Min Yi, Guohua Deng and Hua Liang

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 13, 2618-2628

Abstract: This article is concerned with efficient estimation in a semiparametric model. We consider pseudo maximum likelihood estimation and prove that the proposed estimator is asymptotically efficient in the sense of Cramér; that is, the estimator has the smallest mean squared error.

Date: 2014
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DOI: 10.1080/03610926.2012.661508

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