Parameter and Functional Estimation in Semiparametric Models

来源 :2009 International Conference on Financial Statistics and Fi | 被引量 : 0次 | 上传用户:wap1012min2
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  The talk contains three parts:In part one,we illustrate a semiparametric approach in estimating parameters in variance fimction.An illustrational example is the Leukemia study data.In part two,we demonstrate the properties of a semiparametric estimator in estimating a functional.The method is illustrated in an "Eating at the Americas Tables" study.The difference and link of the underlying geometric structure is illustrated in part three.
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