A result on the bias of sieve profile estimators

TL;DR

This paper presents a method to control the bias of sieve profile estimators by analyzing the Hessian of the expected contrast functional, providing theoretical insights into estimator accuracy.

Contribution

It introduces a new approach to bias control for sieve profile estimators based on conditions on the Hessian of the contrast functional.

Findings

Bias can be effectively controlled under certain Hessian conditions

The approach improves understanding of estimator behavior

Provides theoretical guarantees for bias reduction

Abstract

We show how to control the bias of a sieve type profile estimator under natural conditions on the Hessian of the expected contrast functional.