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
相关论文
共 50 条
  • [21] APPROXIMATE BAYESIAN INFERENCE FOR GEOSTATISTICAL GENERALISED LINEAR MODELS
    Evangelou, Evangelos
    FOUNDATIONS OF DATA SCIENCE, 2019, 1 (01): : 39 - 60
  • [22] Semiparametric inference for the scale-mixture of normal partial linear regression model with censored data
    Naderi, Mehrdad
    Mirfarah, Elham
    Bernhardt, Matthew
    Chen, Ding-Geng
    JOURNAL OF APPLIED STATISTICS, 2022, 49 (12) : 3022 - 3043
  • [23] Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model
    Sun, Zhihua
    Jiang, Yifan
    Ye, Xue
    JOURNAL OF NONPARAMETRIC STATISTICS, 2019, 31 (03) : 549 - 566
  • [24] Semiparametric Bayesian inference on generalized linear measurement error models
    Tang, Nian-Sheng
    Li, De-Wang
    Tang, An-Min
    STATISTICAL PAPERS, 2017, 58 (04) : 1091 - 1113
  • [25] Bayesian Semiparametric Inference on Functional Relationships in Linear Mixed Models
    Jeong, Seonghyun
    Park, Taeyoung
    BAYESIAN ANALYSIS, 2016, 11 (04): : 1137 - 1163
  • [26] Semiparametric Bayesian inference on generalized linear measurement error models
    Nian-Sheng Tang
    De-Wang Li
    An-Min Tang
    Statistical Papers, 2017, 58 : 1091 - 1113
  • [27] Estimation for functional linear semiparametric model
    Tang Qingguo
    Bian Minjie
    Statistical Papers, 2021, 62 : 2799 - 2823
  • [28] Estimation for functional linear semiparametric model
    Qingguo, Tang
    Minjie, Bian
    STATISTICAL PAPERS, 2021, 62 (06) : 2799 - 2823
  • [29] Parametric and semiparametric hypotheses in the linear model
    Maceachern, Steven N.
    Guha, Subharup
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2011, 39 (01): : 165 - 180
  • [30] Statistical inference in functional semiparametric spatial autoregressive model
    Liu, Gaosheng
    Bai, Yang
    AIMS MATHEMATICS, 2021, 6 (10): : 10890 - 10906
12345