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Article Dans Une Revue Theory of Stochastic Processes Année : 2020

General inference in semiparametric models through divergences and the duality technique with applications

Mohamed Cherfi
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Résumé

In this paper, we extend the dual divergence approach to general semiparametric models and study dual divergence estimators for semiparametric models. Asymptotic properties such as consistency, asymptotic normality of the proposed estimators are deeply investigated by mean the sophisticated modern empirical theory. We investigate the exchangeably weighted estimators in this setting and establish the consistency. We finally consider the functional M-estimator and obtain its weak convergence result.
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Dates et versions

hal-03090199 , version 1 (29-12-2020)

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  • HAL Id : hal-03090199 , version 1

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Salim Bouzebda, Mohamed Cherfi. General inference in semiparametric models through divergences and the duality technique with applications. Theory of Stochastic Processes, 2020, 25 (41), pp.1--24. ⟨hal-03090199⟩
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