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Journal of Statistical Theory and Practice Volume 2, 2008 - Issue 3: Semiparametric Methods
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Original Articles

Some Developments in Semiparametric Statistics

Anton Schick Department of Mathematical Sciences, Binghamton University, Binghamton, NY, 13902-6000, U.S.A.
&
Wolfgang Wefelmeyer Mathematical Institute, University of Cologne, Weyertal 86-90, 50931, Cologne, Germany
Pages 475-491 | Received 28 Apr 2008, Published online: 30 Nov 2011
 
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Abstract

In this paper we describe the historical development of some parts of semiparametric statistics. The emphasis is on efficient estimation. We understand semiparametric model in the general sense of a model that is neither parametric nor nonparametric. We restrict attention to models with independent and identically distributed observations and to time series.

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