Mammen, Enno; Rothe, Christoph; Schienle, Melanie - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
In this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of innite-dimensional nuisance parameters: a conditional expectation function that has been estimated nonparametrically using generated...