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On the Efficient Influence Function and the Efficient Score Function

Efficient influence functions and efficient score functions are representations of derivatives of maps. The invariance of theformer under changes of parametrization, and the formula relating the efficient influence function for the projection of aparameter to the efficient score function, turn out to be immediate results of diagram chasing, rather than following fromformal calculations.
Year of publication:
1997-02-07
Authors: Lenstra, Andries
Institutions: Tinbergen Instituut
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Type of publication: Book / Working Paper
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The text is part of a series Tinbergen Institute Discussion Papers Number 97-020/4
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Persistent link: https://www.econbiz.de/10011257360
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