Title of article
Semiparametric efficiency for partially linear single-index regression models
Author/Authors
Chen، نويسنده , , Tao and Parker، نويسنده , , Thomas، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2014
Pages
11
From page
376
To page
386
Abstract
We calculate semiparametric efficiency bounds for a partially linear single-index model using a simple method developed by Severini and Tripathi (2001). We show that this model can be used to evaluate the efficiency of several existing estimators.
Keywords
Partially linear single-index model , Single-index model , Conditional mean restriction , Conditional quantile restriction , Semiparametric efficiency
Journal title
Journal of Multivariate Analysis
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566813
Link To Document