On Bahadur asymptotic efficiency in a semiparametric regression model |
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Authors: | Hua Liang Ping Cheng |
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Institution: | (1) Institute of Systems Science, the Chinese Academy of Science, 100080 Beijing, China |
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Abstract: | In this paper, the authors consider Bahadur asymptotic efficiency of LS estimators
of , which is an unknown parameter vector in the semiparametric regression modelY=X
+g(T)+, whereg is an unknown Hölder continuous function, is a random error,X is a random vector inR
k
,T is a random variable in 0,1],X andT are independent.This work is supported by Probab. Lab., Institute of Applied Mathematics, the Chinese Academy of Sciences. |
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Keywords: | Bahadur efficiency semiparametric model piecewise polynomial |
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