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Semiparametric location estimation under non‐random sampling

Semiparametric location estimation under non‐random sampling

We study a class of semiparametric skewed distributions arising when the sample selection process produces non-randomly sampled observations. Based on semiparametric theory and taking into account the symmetric nature of the population distribution, we propose both consistent estimators, i.e. robust to model mis-specification, and efficient estimators, i.e. reaching the minimum …