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One-step estimator

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Robust statistics Influence function
2026-09-28  0 By others on same topic  0 Discussions Create my own version
A one-step estimator starts from a plug-in estimate and adds the empirical mean of an estimated influence function. Under suitable nuisance-estimation and remainder conditions, this correction removes the plug-in estimator's first-order bias and produces an asymptotically linear estimator.

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  1. Influence function
  2. Robust statistics
  3. Statistical inference
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 221 / 2 / iii / Solution

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