Mammen, Enno; Rothe, Christoph; Schienle, Melanie - 2011
been estimated nonparametrically using generated covariates, and another estimated function that is used to compute the … generated covariates in the first place. We study the asymptotic properties of estimators in this class, which is a nonstandard … problem due to the presence of generated covariates. We give conditions under which estimators are root-n consistent and …