Second Order Approximation in the Partially Linear Regression Model (Q4859503)

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scientific article; zbMATH DE number 829940
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    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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