Second Order Approximation in the Partially Linear Regression Model
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Publication:4859503
DOI10.2307/2171722zbMath0836.62050OpenAlexW2169043675MaRDI QIDQ4859503
Publication date: 2 May 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d10/d1065.pdf
Monte Carloasymptotic expansionsstochastic expansionerror estimatorlocal polynomialsecond order propertiesbandwidth choicesecond order expansionssecond order effectsstudentized statisticpartially linear regession modelsemiparameter least squares estimator
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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