Chen, Xiaohong; Linton, Oliver; Keilegom, Ingrid Van - In: Econometrica 71 (2003) 5, pp. 1591-1608
We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some nonparametric estimators that can...