Jump to ContentJump to Main Navigation
Celebrating StatisticsPapers in honour of Sir David Cox on his 80th birthday$
Users without a subscription are not able to see the full content.

A. C. Davison, Yadolah Dodge, and N. Wermuth

Print publication date: 2005

Print ISBN-13: 9780198566540

Published to Oxford Scholarship Online: September 2007

DOI: 10.1093/acprof:oso/9780198566540.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2021. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 23 April 2021

On semiparametric inference

On semiparametric inference

(p.115) 5 On semiparametric inference
Celebrating Statistics

Andrea Rotnitzky

Oxford University Press

This chapter reviews some key elements of semiparametric theory and the contributions of semiparametric inference to the challenge posed by high-dimensional data, for which the specification of realistic parametric models for the mechanism generating the data may be difficult, if not impossible. The usefulness of semiparametric modeling is illustrated by a number of examples. A non-technical account of the formulation of the semiparametric variance bound and ways of calculating it are described. Consequences are set out for estimations that result from the curse of dimensionality. The possibilities for approaching inference are discussed when estimation of irregular parameters is inevitable; some unresolved questions are raised.

Keywords:   asymptotic theory, best limiting distribution, curse of dimensionality, efficient score, least favorable model, likelihood principle, robustness, variance bound

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .