Abstract
This note is to correct an error in Lemma A.7 of Wang et al. (2010). The original claim of asymptotically higher efficiency no longer holds.
Citation
Ting-Ting Li. Hu Yang. Jane-Ling Wang. Liu-Gen Xue. Li-Xing Zhu. "Estimation for a partial-linear single-index model." Ann. Statist. 39 (6) 3441 - 3443, December 2011. https://doi.org/10.1214/11-AOS953
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