Asymptotically Optimal Estimators of the Differences of Two Regression Parameters

  • Park, Byeong U. (Department of Computer Science and Statistics, Seoul National University) ;
  • Kim, Woo C. (Department of Computer Science and Statistics, Seoul National University) ;
  • Song, Moon S. (Department of Computer Science and Statistics, Seoul National University)
  • Published : 1989.12.01

Abstract

We consider two semiparametric regression lines where the density of the error terms are unknown. We give simultaneous estimatros of the differences of intercepts and slopes which turn out to be asymptotically minimax as well as efficient in semiparametric sense.

Keywords