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Bias Correction and Robust Inference in Semiparametric Models

math.ST · 2019-08-01 · conditional · novelty 6.0

Semiparametric estimators can suffer from a nonlinear bias and an average nonparametric bias when the first-step estimator is imprecise, and this paper provides two correction methods that work under weaker rate conditions than the standard n^{1/4} requirement.

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  • Bias Correction and Robust Inference in Semiparametric Models math.ST · 2019-08-01 · conditional · none · ref 3

    Semiparametric estimators can suffer from a nonlinear bias and an average nonparametric bias when the first-step estimator is imprecise, and this paper provides two correction methods that work under weaker rate conditions than the standard n^{1/4} requirement.