#eif

3 notes

• Efficient Influence Function Among the regular asymptotically linear (RAL) estimators of a (semi)parametric model, the IF with the smallest variance is the efficient influence function (EIF), and its variance equals the semiparametric efficiency bound (the supremum of the Cramér-Rao bounds over all parametric submodels)…
• Influence Function If an estimator $\hat\psi$ of a functional parameter $\psi:\mathcal{P}\to\mathbb{R}$ is asymptotically linear, then an influence function (IF) $\phi$ exists such that
• TMLE (Targeted Maximum Likelihood Estimation) A procedure that corrects (targets) a plug-in estimator toward the target parameter: