In this paper, we outline a general approach to estimating the parametric component of a semiparametric model. For the case of a scalar parametric component, the method is based on the idea of first estimating a one-dimensional subproblem of the original problem that is least favorable in the sense of Stein. The likelihood function for the scalar parameter along this estimated subproblem may be viewed as a generalization of the profile likelihood for the problem. The scalar parameter is then estimated by maximizing this "generalized profile likelihood." This method of estimation is applied to a particular class of semiparametric models, where it is shown that the resulting estimator is asymptotically efficient.
"Profile Likelihood and Conditionally Parametric Models." Ann. Statist. 20 (4) 1768 - 1802, December, 1992. https://doi.org/10.1214/aos/1176348889