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Efficient-score projection identity (P(ℓ˙ℓ)=Pℓ2)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical inference Semiparametric statistics Nuisance tangent space Efficient score
2026-10-07  0 By others on same topic  0 Discussions Create my own version
The decomposition ℓ˙=ΠN​ℓ˙+ℓ is orthogonal. Taking the inner product with the efficient score gives P(ℓ˙ℓ)=I. Centering of the efficient score follows because the nuisance tangent space and the parametric score function lie in the closed mean-zero L2 space.

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  1. Efficient score
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  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 36 / 1 / d / Solution

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