Minimum distance estimation in semiparametric models

我的主要研究兴趣是一般形式的半参数模型及其在不同领域的应用。在过去的二十年里，许多作者考虑了半参数模型中的有效和自适应估计。然而，半参数模型的稳健性却鲜有人关注。在这项建议中，我建议在半参数模型中开发高效的稳健估计器。这一研究计划包括：一般形式半参数模型的有效稳健估计的理论发展；两样本半参数模型的有效稳健估计；半参数回归模型的有效稳健估计；以及半参数模型的稳健检验。

My main research interest focuses on semiparametric models of general form and its application in different areas. Many authors have considered efficient and adaptive estimation in semiparametric models for the past twenty years. However, the robustness in semiparametric models has been paid little attention. In this proposal, I am proposing to develop robust estimators in semiparametric models that are efficient. This proposed research plan includes: theoretical development of efficient robust estimators in semiparametric models of general form; efficient robust estimators in two-sample semiparametric models; efficient robust estimators in semiparametric regression models; and robust tests for semiparametric models.