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

页码：115 / 127

页数：13

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