Efficient inference in a semiparametric generalised linear model

被引：1
|
作者：
Peng, Hanxiang [1 ]
机构：
[1] Univ Mississippi, Dept Math, University, MS 38677 USA
来源：
JOURNAL OF NONPARAMETRIC STATISTICS | 2008年 / 20卷 / 02期
基金：
美国国家科学基金会;
关键词：
efficient influence function; generalised linear model; kernel estimate; moment estimate; semiparametric regression;
D O I：
10.1080/10485250801920913
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, we calculate an explicit formula of the efficient influence function of the regression parameter in a semiparametric generalised linear model using the method of orthogonality calculations. We construct an efficient estimate of the parameter of interest.
引用
收藏
页码：115 / 127
页数：13
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