Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

DOI10.2307/2951475zbMath0798.62104OpenAlexW1984547044MaRDI QIDQ4284148

Publication date: 18 April 1994

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2951475

zbMATH Keywords

consistency asymptotic normality minimization problem semiparametric estimators partially parametric regression models preliminary infinite-dimensional nuisance parameter estimator semiparametric weighted least squares estimation stochastic equicontinuity of stochastic processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Density estimation (62G07)

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