Abstract
In this lecture we consider the construction of efficient estimators in semiparametric models using the efficient score equation or the related one-step method. We apply it to the linear errors-in-variables model and the symmetric location model.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2002 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
(2002). Lecture: Efficient Score and One-step Estimators. In: Bernard, P. (eds) Lectures on Probability Theory and Statistics. Lecture Notes in Mathematics, vol 1781. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-47944-9_16
Download citation
DOI: https://doi.org/10.1007/3-540-47944-9_16
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-43736-9
Online ISBN: 978-3-540-47944-4
eBook Packages: Springer Book Archive