統計学輪講(第3回)

    統計学輪講(第3回)
    日時      2017年04月25日(火) 14時55分~16時40分
    場所      経済学部新棟3階第3教室
    講演者    市村 英彦 (経済)
    演題      セミパラメトリック推定量の影響関数

    概要
    We show that the influence function of a semiparametric estimator can be 
    calculated
    as the limit of the Gateaux derivative of a parameter with respect to a 
    smooth deviation as the deviation approaches a point mass.
    We also consider high level and primitive regularity conditions for 
    validity of the influence function calculation.
    The conditions involve Frechet differentiability, nonparametric 
    convergence rates, stochastic equicontinuity, and small bias conditions.
    We apply these results to examples.