A general method for the construction of asymptotically efficient estimates in semiparametric models is presented. It improves and modifies Bickel's (1982) construction of adaptive estimates and obtains asymptotically efficient estimates under conditions weaker than those in Bickel.
@article{1176350055,
author = {Schick, Anton},
title = {On Asymptotically Efficient Estimation in Semiparametric Models},
journal = {Ann. Statist.},
volume = {14},
number = {2},
year = {1986},
pages = { 1139-1151},
language = {en},
url = {http://dml.mathdoc.fr/item/1176350055}
}
Schick, Anton. On Asymptotically Efficient Estimation in Semiparametric Models. Ann. Statist., Tome 14 (1986) no. 2, pp. 1139-1151. http://gdmltest.u-ga.fr/item/1176350055/