A random linear functional approach to efficiency bounds

Details

Serval ID
serval:BIB_F2D0C7318EE8
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
A random linear functional approach to efficiency bounds
Journal
Journal of Econometrics
Author(s)
Holly Alberto
ISSN
0304-4076
Publication state
Published
Issued date
1995
Peer-reviewed
Oui
Volume
65
Number
1
Pages
235-261
Language
english
Abstract
This paper suggests a method for obtaining efficiency bounds in models containing either only infinite-dimensional parameters or both finite- and infinite-dimensional parameters (semiparametric models). The method is based on a theory of random linear functionals applied to the gradient of the log-likelihood functional and is illustrated by computing the lower bound for Cox's regression model
Create date
06/10/2010 18:35
Last modification date
20/08/2019 16:20
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