Ichimura, Hidehiko; Newey, Whitney K. - 2015
Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is … function of a semiparametric estimator can be calculated as the limit of the Gateaux derivative of a parameter with respect to … conditions for validity of the influence function calculation. The conditions involve Frechet differentiability, nonparametric …