Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing

DOI10.1016/j.jeconom.2013.06.004zbMath1293.62106OpenAlexW2197649960MaRDI QIDQ2512612

Juan Carlos Escanciano, Arthur Lewbel, David T. Jacho-Chávez

Publication date: 7 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.06.004

zbMATH Keywords

semiparametric regressionnonparametric residualsempirical process theorysample selection modelslimited dependent variablessemiparametric residualsuniform-in-bandwidth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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