Quadratic Semiparametric Von Mises Calculus

A.W. van der Vaart, E. Tchetgen, J. Robins, Lingling Li

Research output: Contribution to JournalArticleAcademicpeer-review

144 Downloads (Pure)


We discuss a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on U-statistics constructed from quadratic influence functions. The latter extend ordinary linear influence functions of the parameter of interest as defined in semiparametric theory, and represent second order derivatives of this parameter. For parameters for which the matching cannot be perfect the method leads to a bias-variance trade-off, and results in estimators that converge at a slower than n
Original languageEnglish
Pages (from-to)227-247
Publication statusPublished - 2009


Dive into the research topics of 'Quadratic Semiparametric Von Mises Calculus'. Together they form a unique fingerprint.

Cite this