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ABSTRACT:
SUBMITTER: Robins J
PROVIDER: S-EPMC6453538 | biostudies-literature | 2017 Oct
REPOSITORIES: biostudies-literature
Robins James J Li Lingling L Mukherjee Rajarshi R Tchetgen Eric Tchetgen ET van der Vaart Aad A
Annals of statistics 20171031 5
We introduce a new method of estimation of parameters in semi-parametric and nonparametric models. The method is based on estimating equations that are <i>U</i>-statistics in the observations. The <i>U</i>-statistics are based on higher order influence functions that extend ordinary linear influence functions of the parameter of interest, and represent higher derivatives of this parameter. For parameters for which the representation cannot be perfect the method leads to a bias-variance trade-off ...[more]