Hua, Liang; Ping, Cheng - In: Statistics & Probability Letters 18 (1993) 1, pp. 73-84
In this paper, the authors discuss the second order asymptotic efficiency of estimators of [beta] based on MLE for Y=X[beta]+g(T)+[epsilon], where X,T, [epsilon] are independent, g is unknown, [epsilon] [approximate] [phi](·) is known with mean 0 and variance [sigma]2.