Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach

Abstract

Summury In this paper we construct efficient estimators of linear functionals of a bivariate distribution with equal marginals. The proposed estimator generalizes the construction of efficient estimators given by Bickel, Ritov and Wellner (1991) for the case of known, but not necessarily equal, marginals.