Second Order Approximation in the Partially Linear Regression Model (Q4859503): Difference between revisions

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Latest revision as of 00:42, 20 March 2024

scientific article; zbMATH DE number 829940
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English
Second Order Approximation in the Partially Linear Regression Model
scientific article; zbMATH DE number 829940

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    Second Order Approximation in the Partially Linear Regression Model (English)
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    2 May 1996
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    local polynomial
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    asymptotic expansions
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    second order properties
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    partially linear regession model
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    stochastic expansion
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    semiparameter least squares estimator
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    error estimator
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    studentized statistic
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    second order expansions
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    second order effects
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    bandwidth choice
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    Monte Carlo
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