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
  • [41] Semiparametric inference for the dominance index under the density ratio model
    Zhuang, W. W.
    Hu, B. Y.
    Chen, J.
    BIOMETRIKA, 2019, 106 (01) : 229 - 241
  • [42] Moment estimation in a semiparametric generalized linear model
    Wang, Xueqin
    Peng, Hanxiang
    STATISTICS & PROBABILITY LETTERS, 2008, 78 (12) : 1624 - 1633
  • [43] Quantile regression in functional linear semiparametric model
    Tang Qingguo
    Kong, Linglong
    STATISTICS, 2017, 51 (06) : 1342 - 1358
  • [44] Adaptive design: estimation and inference with censored data in a semiparametric model
    Shen, Yu
    Cheng, Yi
    BIOSTATISTICS, 2007, 8 (02) : 306 - 322
  • [45] Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
    Jiang, Feiyu
    Li, Dong
    Zhu, Ke
    JOURNAL OF ECONOMETRICS, 2021, 224 (02) : 306 - 329
  • [46] Semiparametric inference for an extended geometric failure rate reduction model
    Dauxois, J. -Y.
    Gasmi, S.
    Gaudoin, O.
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2019, 199 : 14 - 28
  • [47] Order-Restricted Semiparametric Inference for the Power Bias Model
    Davidov, Ori
    Fokianos, Konstantinos
    Iliopoulos, George
    BIOMETRICS, 2010, 66 (02) : 549 - 557
  • [48] Semiparametric inference for an accelerated failure time model with dependent truncation
    Emura, Takeshi
    Wang, Weijing
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2016, 68 (05) : 1073 - 1094
  • [49] Semiparametric inference with missing data: Robustness to outliers and model misspecification
    Cantoni, Eva
    de Luna, Xavier
    ECONOMETRICS AND STATISTICS, 2020, 16 : 108 - 120
  • [50] Bayesian semiparametric inference for the accelerated failure-time model
    Kuo, L
    Mallick, B
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1997, 25 (04): : 457 - 472
12345