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math.ST2016
Semiparametrically Efficient Estimation of Euclidean Parameters under Equality Constraints
Chris A. J. Klaassen, Nanang Susyanto
Assume a (semi)parametrically efficient estimator is given of the Euclidean parameter in a (semi)parametric model. A submodel is obtained by constraining this model in that a conti…
math.ST2015
Semiparametrically Efficient Estimation of Constrained Euclidean Parameters
Chris A. J. Klaassen, Nanang Susyanto
Consider a quite arbitrary (semi)parametric model with a Euclidean parameter of interest and assume that an asymptotically (semi)parametrically efficient estimator of it is given.…