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Journal of Statistical Theory and Practice

, Volume 2, Issue 3, pp 475–491 | Cite as

Some Developments in Semiparametric Statistics

  • Anton Schick
  • Wolfgang Wefelmeyer
Article

Abstract

In this paper we describe the historical development of some parts of semiparametric statistics. The emphasis is on efficient estimation. We understand semiparametric model in the general sense of a model that is neither parametric nor nonparametric. We restrict attention to models with independent and identically distributed observations and to time series.

AMS Subject Classification

Primary 62G08 62M10 Secondary 62F12 62G05 62G20 62M05 

Keywords

Efficiency convolution theorem Newton-Raphson procedure linear constraint marginal constraint symmetric location model copula model semiparametric regression partly linear regression nonparametric regression conditional constraint moving average autoregression linear process prediction quasi-likelihood model estimating equation local U-statistic 

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Copyright information

© Grace Scientific Publishing 2008

Authors and Affiliations

  1. 1.Department of Mathematical SciencesBinghamton UniversityBinghamtonUSA
  2. 2.Mathematical InstituteUniversity of CologneCologneGermany

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