STICERD Econometrics Seminar Series
Efficient estimation for semiparametric models by reproducing kernel Hilbert space
Masaaki Imaizumi (University of Tokyo)
Thursday 18 December 2014 13:30 - 15:00
Due to the onging coronavirus outbreak, many of our seminars and public events this year will continue as online seminars. Please check our website listings and Twitter feed @STICERD_LSE for updates.
About this event
A semiparametric model is a class of statistical models, which are characterized by a finite dimensional parameter and an infinite dimensional parameter. Asymptotic variance of estimator of the finite dimensional parameter is minimized when semiparametric efficient estimation is implemented. However, the efficient estimation is not possible for some models. We suggest a general method to carry out the efficient estimation for wide range of semiparametric models. Our method adopt a theory of reproducing kernel Hilbert space. Based on the theory, we represent an operator to a linear space of score function, and it enables us to implement the efficient estimation. We also provide theory of consistency of our method, and some numerical experiments.
STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, ONLINE, unless specified otherwise.
For further information please contact Lubala Chibwe, either by email: firstname.lastname@example.org.
Please use this link to subscribe or unsubscribe to STICERD Econometrics mailing list (emetrics).