SEMIPARAMETRIC EFFICIENCY BOUNDS
SEMIPARAMETRIC EFFICIENCY BOUNDS
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DOI：
10.1002/jae.3950050202
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发表时间：
1990-04-01
影响因子：
2.1
通讯作者：
NEWEY, WK
中科院分区：
文献类型：
--
作者：
NEWEY, WK
半参数模型是某些组件的函数形式未知的模型。效率界限对于此类模型至关重要。它们提供了估计方法的指南并给出了渐近效率标准。本文的目的是介绍半参数效率界的研究方法和问题。讨论了界限的性质以及计算它们的方法。概述了它们在解决估计问题中的用途，包括半参数估计器的构造和其极限分布的计算。该论文包括新的结果以及调查材料。
Semiparametric models are those where the functional form of some components is unknown. Efficiency bounds are of fundamental importance for such models. They provide a guide to estimation methods and give an asymptotic efficiency standard. The purpose of this paper is to provide an introduction to research methods and problems for semiparametric efficiency bounds. The nature of the bounds is discussed, as well as ways of calculating them. Their uses in solving estimation problems are outlined, including construction of semiparametric estimators and calculation of their limiting distribution. The paper includes new results as well as survey material.