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This paper addresses the problem of semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables. We characterize such an efficiency bound, that in general is not explicit, as a limit of explicit efficiency bounds for a decreasing sequence of unconditional (marginal) moment restriction models. An iterative(More)
CIRANO Le CIRANO est un organisme sans but lucratif constitué en vertu de la Loi des compagnies du Québec. Le financement de son infrastructure et de ses activités de recherche provient des cotisations de ses organisations-membres, d'une subvention d'infrastructure du ministère de la Recherche, de la Science et de la Technologie, de même que des subventions(More)
A model for competing (resp. complementary) risks survival data where the failure time can be left (resp. right) censored is proposed. Product-limit estimators for the survival functions of the individual risks are derived. We deduce the strong convergence of our estimators on the whole real half-line without any additional assumptions and their asymptotic(More)
We develop a novel approach to consistent checks of parametric regression models when many regressors are present. The principle is to replace the nonparametric alternative by a class of semiparametric alternatives, namely single-index models, that is rich enough to allow detection of any nonparametric alternative. We propose an omnibus test based on the(More)
The article considers the diagnostic odds ratio, a special summarising function of specificity and sensitivity for a given diagnostic test, which has been suggested as a measure of diagnostic discriminatory power. In the situation of a continuous diagnostic test a cut-off value has to be chosen and it is a common practice to choose the cut-off value on the(More)
Ce document est publié dans l'intention de rendre accessibles les résultats préliminaires de la recherche effectuée au CIRANO, afin de susciter des échanges et des suggestions. Les idées et les opinions émises sont sous l'unique responsabilité des auteurs, et ne représentent pas nécessairement les positions du CIRANO ou de ses partenaires. This paper(More)
Linear Vector AutoRegressive (VAR) models where the innovations could be unconditionally heteroscedastic and serially dependent are considered. The volatility structure is deterministic and quite general, including breaks or trending variances as special cases. In this framework we propose Ordinary Least Squares (OLS), Generalized Least Squares (GLS) and(More)
Estimating equation approaches have been widely used in statistics inference. Important examples of estimating equations are the likelihood equations. Since its introduction by Sir R. A. Fisher almost a century ago, maximum likelihood estimation (MLE) is still the most popular estimation method used for fitting probability distribution to data, including(More)