The Annals of Statistics · 1986 · 204 citations · 0 references
Natural SciencesEconomicsEconometricsEstimation TheoryInferential StatisticsNonparametric StatisticsParameter EstimationSemiparametric ModelingStatistical InferenceAsymptotic TheoryEfficient EstimationParametric EstimationSemiparametric RegressionSemiparametric Regression Models
A general method for the construction of asymptotically efficient estimates in semiparametric models is presented. It improves and modifies Bickel's (1982) construction of adaptive estimates and obtains asymptotically efficient estimates under conditions weaker than those in Bickel.