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.