Abstract
In this paper, the authors consider Bahadur asymptotic efficiency of LS estimators\(\hat \beta \) of β, which is an unknown parameter vector in the semiparametric regression modelY=X τ β+g(T)+ε, whereg is an unknown Hölder continuous function,ε is a random error,X is a random vector inR k,T is a random variable in [0,1],X andT are independent.
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This work is supported by Probab. Lab., Institute of Applied Mathematics, the Chinese Academy of Sciences.
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Liang, H., Cheng, P. On Bahadur asymptotic efficiency in a semiparametric regression model. Acta Mathematicae Applicatae Sinica 11, 172–183 (1995). https://doi.org/10.1007/BF02013152
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DOI: https://doi.org/10.1007/BF02013152