Seminars

Discussion of the paper “Efficient Estimation In Conditional Single- Index Regression" by Delecroix, Hardle, and Hristache

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Ming-Yueh Huang

2009-06-12
12:30:00 - 14:00:00

Discussion of the paper “Efficient Estimation In Conditional Single- Index Regression" by Delecroix, Hardle, and Hristache

405 , Mathematics Research Center Building (ori. New Math. Bldg.)

In this talk, I would like to introduce the pseudo-maximum likelihood estimation method of Delecroix, Hardle, and Hristache (2003) and show an incorrect conclusion made by them for the asymptotic efficeincy of estimators.