Journal of the Korean Statistical Society
- Volume 20 Issue 1
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- Pages.85-92
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- 1991
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
Local Asymptotic Normality for Independent Not Identically Distributed Observations in Semiparametric Models
- Park, Byeong U. (Seoul National University) ;
- Jeon, Jong W. (Seoul National University) ;
- Song, Moon S. (Seoul National University) ;
- Kim, Woo C. (Seoul National University)
- Published : 1991.06.01
Abstract
A set of conditions ensuring local asymptotic normality for independent but not necessarily identically distributed observations in semiparametric models is presented here. The conditions are turned out to be more direct and easier to verify than those of Oosterhoff and van Zwet(1979) in semiparametric models. Examples considered include the simple linear regression model and Cox's proportional hazards model without censoring where the covariates are not random.
Keywords