Newey, Whitney K.; Hsieh, Fushing; Robins, James M. - In: Econometrica 72 (2004) 3, pp. 947-962
The purpose of this note is to show how semiparametric estimators with a small bias property can be constructed. The small bias property (SBP) of a semiparametric estimator is that its bias converges to zero faster than the pointwise and integrated bias of the nonparametric estimator on which it...