@techreport{ce0e8b0fb7674142a950583c39951bb1,
title = "Perturbation invariant estimates and incidental nuisance parameters",
abstract = "It is shown (Proposition (3.9)) that the asymptotic information bound which is valid for the estimation of a parameter in the structure (mixture) model remains valid in the functional model (incidental nuisance parameters) if only perturbation symmetric estimators (Definition (3.6)) are admitted. Pertur- bation symmetry is a property which is closely related to permutation symmetry (Theorem (3.4)). In particular, equicontinuous functions of empirical processes are perturbation symmetric (Theorem (3.3)). Thus, the results of this paper continue a discussion initiated by Bickel and Klaassen (1986), Pfanzagl (1993) and Strasser (1996) on permutation symmetry of estimators and the exclusion of superefficiency in the functional model. (authors' abstract)",
author = "Helmut Strasser",
year = "1996",
doi = "10.57938/ce0e8b0f-b767-4142-a950-583c39951bb1",
language = "English",
series = "Forschungsberichte / Institut f{\"u}r Statistik",
number = "48",
publisher = "Institut f{\"u}r Statistik und Mathematik, WU Vienna University of Economics and Business",
edition = "April 1996",
type = "WorkingPaper",
institution = "Institut f{\"u}r Statistik und Mathematik, WU Vienna University of Economics and Business",
}