Computing the efficient score in semi-parametric problems

Authors
Citation
D. Rabinowitz, Computing the efficient score in semi-parametric problems, STAT SINICA, 10(1), 2000, pp. 265-280
Citations number
23
Categorie Soggetti
Mathematics
Journal title
STATISTICA SINICA
ISSN journal
10170405 → ACNP
Volume
10
Issue
1
Year of publication
2000
Pages
265 - 280
Database
ISI
SICI code
1017-0405(200001)10:1<265:CTESIS>2.0.ZU;2-X
Abstract
An approach to organizing the calculation of the efficient score for a fini te dimensional parameter of interest in the presence of an infinite dimensi onal nuisance parameter is presented. The approach involves choosing a set of submodels for the nuisance parameter. The condition that the scores for the submodels be orthogonal to the efficient score takes the form of an equ ation whose solution appears in a representation of the efficient score. Th e approach is illustrated with several examples.