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On Robins’ formula
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Aad van der Vaart
Published/Copyright:
September 25, 2009
Abstract
We give a precise statement and proof of a projection formula due to J. Robins for computing influence functions in models where the observation is a random process that is stopped by a coarsening-at-random mechanism. This projection formula is important for constructing estimating equations. We illustrate this by computing the efficient influence functions in the current status model with time-dependent covariates.
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Published Online: 2009-09-25
Published in Print: 2004-03-01
© 2004 Oldenbourg Wissenschaftsverlag GmbH
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Articles in the same Issue
- On Robins’ formula
- Optimal influence curves for general loss functions
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- On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise
- CWLS and ML estimates in a heteroscedastic RCA(1) model
