ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL

DOI10.1017/S0266466606060531zbMath1170.62323MaRDI QIDQ3434192

Yingcun Xia

Publication date: 23 April 2007

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Cites Work

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• The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
• Direction estimation in single-index regressions