Estimation in Semiparametric Models: Some Recent Developments

Johann Pfanzagl

ISBN 10: 0387972382 / ISBN 13: 9780387972381

Editore: Springer-Verlag New York Inc., 1990

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• Titolo: Estimation in Semiparametric Models: Some Recent Developments
• Editore: Springer-Verlag New York Inc.
• Data di pubblicazione: 1990
• Lingua: Inglese
• ISBN 10: 0387972382
• ISBN 13: 9780387972381
• Rilegatura: Paperback / softback
• Condizione: New
• Peso: 240 grammi

Descrizione articolo

Riassunto

Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx).

Contenuti

A Survey of basic theory.- 1. Tangent spaces and gradients.- 2. Asymptotic bounds for the concentration of estimator-sequences.- 3. Constructing estimator―sequences.- 4. Estimation in semiparametric models.- 5. Families of gradients.- 6. Estimating equations.- B Semiparametric families admitting a sufficient statistic.- 7. A special semiparametric model.- 8. Mixture models.- 9. Examples of mixture models.- Example.- Example.- Example.- L Auxiliary results.- References.- Notation index.