Toward computerized efficient estimation in infinite-dimensional models.

ABSTRACT: Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are simple and convenient to use. In particular, efficient estimation procedures in parametric models are easy to describe and implement. Unfortunately, the same cannot be said of semiparametric and nonparametric models. While the latter often reflect the level of available scientific knowledge more appropriately, performing efficient inference in these models is generally challenging. The efficient influence function is a key analytic object from which the construction of asymptotically efficient estimators can potentially be streamlined. However, the theoretical derivation of the efficient influence function requires specialized knowledge and is often a diffic

SUBMITTER: Carone M 

PROVIDER: S-EPMC7219981 | biostudies-literature | 2019

REPOSITORIES: biostudies-literature