On the Efficient Influence Function and the Efficient Score Function
Andries Lenstra
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Andries Lenstra: Vrije Universiteit Amsterdam
No 97-020/4, Tinbergen Institute Discussion Papers from Tinbergen Institute
Abstract:
Efficient influence functions and efficient score functions are representations of derivatives of maps. The invariance of theformer under changes of parametrization, and the formula relating the efficient influence function for the projection of aparameter to the efficient score function, turn out to be immediate results of diagram chasing, rather than following fromformal calculations.
Date: 1997-02-07
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Persistent link: https://EconPapers.repec.org/RePEc:tin:wpaper:19970020
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