Mammen, Enno; Rothe, Christoph; Schienle, Melanie - 2016 - This version: February 23, 2015
We study a general class of semiparametric estimators when the infinite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametrically using generated covariates. Such estimators are used frequently to e.g. estimate nonlinear models with...