Citation

Godambe VP, Kunte S. Biometrika 1993; 80(4): 797-806.

Copyright

(Copyright © 1993, Biometrika Trust, Publisher Oxford University Press)

DOI

10.1093/biomet/80.4.797

PMID

unavailable

Abstract

This paper provides a semi-parametric solution to a problem proposed by Robbins & Zhang (1991). The solution is obtained utilizing the theory of optimum estimating functions (Godambe & Thompson, 1989). Our solution coincides with maximum likelihood estimation for the parametric model suggested by Robbins & Zhang (1991). Even for alternative models investigated in this paper, the efficiency of our estimation appears very close to that of maximum likelihood estimation.