Showing 1 - 10 of 22
Bias correction can often improve the finite sample performance of estimators. We show that the choice of bias correction method has no effect on the higherorder variance of semiparametrically efficient parametric estimators, so long as the estimate of the bias is asymptotically linear. It is...
Persistent link: https://www.econbiz.de/10015053878
Persistent link: https://www.econbiz.de/10001777565
Persistent link: https://www.econbiz.de/10001473650
Persistent link: https://www.econbiz.de/10001381656
Persistent link: https://www.econbiz.de/10001605472
Persistent link: https://www.econbiz.de/10002095870
Persistent link: https://www.econbiz.de/10003351982
Persistent link: https://www.econbiz.de/10003563522
Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is referred to as the influence function. The influence function is useful in formulating primitive regularity conditions for asymptotic normality, in efficiency comparions, for bias...
Persistent link: https://www.econbiz.de/10011304726
There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound that depend on nonparametric estimators of nuisance func-tions. We use cross-fitting to construct such estimators with fast remainder rates. We give cross-fit doubly robust...
Persistent link: https://www.econbiz.de/10011758040