Estimation in semiparametric models

In this section we turn to a more special model, P = {Pϑ,τ: ϑ ∈ Θ, τ ∈ T}, with Θ ⊂ ℝ, and T some set (endowed with a topology, if necessary). The problem is to estimate ϑ, with τ unknown, i.e. we are dealing with the functional К,(Pϑ,τ) = ϑ. T can be a set of functions, a set of measures, and — of course — also a subset of a Euclidean space. Thanks to this more special model, more precise instructions for the construction of estimators can be given.