Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions
广义偏斜椭圆分布的局部有效半参数估计
We consider a class of generalized skew-normal distributions that is useful for selection modeling and robustness analysis and derive a class of semiparametric estimators for the location and scale parameters of the central part of the model. We show that these estimators are consistent and asymptotically normal. We present the semiparametric efficiency bound and derive the locally efficient estimator that achieves this bound if the model for the skewing function is…