Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency

DOI10.3982/ECTA12701zbMath1416.62237WikidataQ129789963 ScholiaQ129789963MaRDI QIDQ4630017

Michael Jansson, Matias D. Cattaneo

Publication date: 29 March 2019

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

semiparametricsrobust inferencebootstrappingsmall bandwidth asymptotics

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric statistical resampling methods (62G09)

Related Items (11)

AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY ⋮ NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Estimation and inference about tail features with tail censored data ⋮ Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach ⋮ Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form ⋮ Locally Robust Semiparametric Estimation ⋮ Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators ⋮ Robust Inference Using Inverse Probability Weighting ⋮ PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY ⋮ Practical steps to improve specification testing ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS

This page was built for publication: Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency