Steigerwald, Dougas - In: Econometric Reviews 16 (1997) 4, pp. 393-409
A semiparametric estimator based on an unknown density isuniformly adaptive if the expected loss of the estimator converges to the asymptotic expected loss of the maximum liklihood estimator based on teh true density (MLE), and if convergence does not depend on either the parameter values or the...