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ON THE SMALLEST POSSIBLE ASYMPTOTICALLY EFFICIENT VARIANCE IN SEMIPARAMETRIC MODELS

ON THE SMALLEST POSSIBLE ASYMPTOTICALLY EFFICIENT VARIANCE IN SEMIPARAMETRIC MODELS
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摘要 ONTHESMALLESTPOSSIBLEASYMPTOTICALLYEFFICIENTVARIANCEINSEMIPARAMETRICMODELS¥LIANGHua(InstituteOfSystemsScience,AcademiaSinica,... In this paper, the author gives a sufficient and necessary condition under which is the smallest possible asymptotic variance for regular estimators of β given bySchick (1986), and gives an example to explain a negative conclusion.
出处 《Systems Science and Mathematical Sciences》 SCIE EI CSCD 1994年第1期29-33,共5页
关键词 SEMIPARAMETRIC MODELS the smallest POSSIBLE ASYMPTOTICALLY EFFICIENT variance. Semiparametric models the smallest possible asymptotically efficient variance.
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