Unsolved
Does the score-matched optimal convex estimator attain the full semiparametric efficiency bound?
Sourced from the work of Oliver Y. Feng, Yu-Chun Kao, Min Xu, Richard J. Samworth
§ Problem Statement
Setup
Unsolved Problem
§ Discussion
Loading discussion…
§ Significance & Implications
§ Known Partial Results
§ References
[1]
Optimal Convex $M$-Estimation via Score Matching
Oliver Y. Feng, Yu-Chun Kao, Min Xu, Richard J. Samworth (2024)
Annals of Statistics (to appear)
📍 Section 3.4 (Linear regression with an intercept term), paragraph around Eq. (40) immediately before Theorem 14 (discussion of semiparametric efficiency lower bound $\Sigma^{-1}/i(p_0)$ vs the surrogate using $\psi_0^*$), p. 20
Source paper where this problem appears.