Quadratic Semiparametric Von Mises Calculus

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

doi:10.1007/s00184-008-0214-3

Quadratic Semiparametric Von Mises Calculus

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

Mathematics

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Abstract

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 language	English
Pages (from-to)	227-247
Journal	Metrika
Volume	69
DOIs	https://doi.org/10.1007/s00184-008-0214-3
Publication status	Published - 2009

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abstract = "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",

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AU - van der Vaart, A.W.

AU - Tchetgen, E.

AU - Robins, J.

AU - Li, Lingling

PY - 2009

Y1 - 2009

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AB - 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

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DO - 10.1007/s00184-008-0214-3

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SN - 0026-1335

VL - 69

SP - 227

EP - 247

JO - Metrika

JF - Metrika

ER -

Quadratic Semiparametric Von Mises Calculus

Abstract

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