The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*

DOI10.1111/j.1468-0262.2005.00598.xzbMath1151.62319OpenAlexW2113075054MaRDI QIDQ5393901

Yoshihiko Nishiyama, Peter M. Robinson

Publication date: 24 October 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/2297/1/The_Bootstrap_and_the_Edgeworth_Correction_for_Semiparametric_Averaged_Derivatives.pdf

zbMATH Keywords

bootstrapEdgeworth correctionsemiparametric averaged derivatives

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (9)

Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables ⋮ Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals ⋮ Density estimates of low bias ⋮ Long-range dependent time series specification ⋮ Minimum normal approximation error bandwidth selection for averaged derivatives. ⋮ Kernel order selection by minimum bootstrapped MSE for density weighted averages ⋮ Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models ⋮ SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES ⋮ ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL

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