#semiparametric

2 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)…
• One-step Estimator Corrects first-order bias by adding the empirical mean of the estimated EIF to the plug-in $\psi(\hat P)$: