A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters

DOI10.1017/S0266466608080699zbMATH Open1231.62042MaRDI QIDQ3551014FDOQ3551014

Authors: Kohtaro Hitomi, Yoshihiko Nishiyama, Ryo Okui 

Publication date: 8 April 2010

Published in: Econometric Theory (Search for Journal in Brave)

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• scientific article; zbMATH DE number 1423411

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05)

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Cited In (9)

• GMM redundancy results for general missing data problems
• Estimation in a model with infinite-dimensional nuisance parameter
• Title not available (Why is that?)
• Estimation and inference for policy relevant treatment effects
• A paradox concerning nuisance parameters and projected estimating functions
• A likelihood-based approach for cure regression models
• A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
• Semiparametrically efficient estimation of the average linear regression function
• A Paradoxical Effect of Nuisance Parameters on Efficiency of Estimators

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