Comparaison d'estimateurs semi-paramétriques en régression : étude simulée

M. Bonneu; M. Gba

Revue de Statistique Appliquée (1999)

  • Volume: 47, Issue: 4, page 25-32
  • ISSN: 0035-175X

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Bonneu, M., and Gba, M.. "Comparaison d'estimateurs semi-paramétriques en régression : étude simulée." Revue de Statistique Appliquée 47.4 (1999): 25-32. <http://eudml.org/doc/106467>.

@article{Bonneu1999,
author = {Bonneu, M., Gba, M.},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {4},
pages = {25-32},
publisher = {Société française de statistique},
title = {Comparaison d'estimateurs semi-paramétriques en régression : étude simulée},
url = {http://eudml.org/doc/106467},
volume = {47},
year = {1999},
}

TY - JOUR
AU - Bonneu, M.
AU - Gba, M.
TI - Comparaison d'estimateurs semi-paramétriques en régression : étude simulée
JO - Revue de Statistique Appliquée
PY - 1999
PB - Société française de statistique
VL - 47
IS - 4
SP - 25
EP - 32
LA - fre
UR - http://eudml.org/doc/106467
ER -

References

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  1. [1] Bonneu M., (1995), Lien non spécifié dans les modèles linéaires généralisés. Rev. Statistique Appliquées, XLIII (2), 49-66. Zbl0972.62535MR1349815
  2. [2] Bonneu M. & Gba M., (1998), Estimation semi-paramétrique de quasi-score. Bull. Belg. Math. Soc.5, 693-712. Zbl0912.62046MR1661035
  3. [3] Crowder M., (1986), On consistency and inconsistency of estimating equations. Econometric theory2, 305- 330. 
  4. [4] Gba M., (1998), Minimax semiparametric estimation in dynamic régression. Soumis à Multivariate Analysis. 
  5. [5] Ichimura H., (1993), Semiparametric least squares (SLS) and weighted (WLS) estimation of single index models. Journal of Econometrics, 58, 71-720. Zbl0816.62079MR1230981
  6. [6] Li B., (1996), A minimax approach to consistency and efficiency for estimated equations. The Annals of Statistics, 24, 3, 1283-1297. Zbl0906.62022MR1401850
  7. [7] Mac Cullagh P., (1983), Quasi-likelihood functions. The Annals of Statistics, 11, 59-67. Zbl0507.62025
  8. [8] Newey W., (1990), Semiparametric efficient bound. Journal of Applied Econometrics, 5, 99-135. Zbl0705.62033
  9. [9] Wefelmeyer W., (1996), Quasi-likelihood models and optimal inference. The Annals of Statistics, 24, 1, 405-422. Zbl0853.62066MR1389898

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