The Asymptotic Variance of Semiparametric Estimators (Q4319565)

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scientific article; zbMATH DE number 710539
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The Asymptotic Variance of Semiparametric Estimators
scientific article; zbMATH DE number 710539

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    The Asymptotic Variance of Semiparametric Estimators (English)
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    11 January 1995
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    nonparametric regression
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    consumer surplus
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    consistency
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    asymptotic variance
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    semiparametric estimator
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    nuisance functions
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    adjustment factor
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    invariance of the limiting distribution
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    density estimators
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    quasi-maximum likelihood estimation of index models
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    panel probit
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    average derivatives
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    inverse density weighted least squares
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    asymptotic normality
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    series estimators of projections
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    polynomial estimators
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