Li, Gaorong; Lin, Lu; Zhu, Lixing - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 85-111
The purpose of this paper is two-fold. First, for the estimation or inference about the parameters of interest in semiparametric models, the commonly used plug-in estimation for infinite-dimensional nuisance parameter creates non-negligible bias, and the least favorable curve or under-smoothing...
