The Normal Approximation for Semiparametric Averaged Derivatives

DOI10.2307/2171912MaRDI QIDQ4846698zbMATH OpenOpenAlexFDO

Authors Peter M. Robinson

Publication date 4 September 1995

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2171912

zbMATH Keywords

finite-sample distributionhigher-order asymptotic theorynormal approximationnormal limit distributionrate of convergenceroot-\(n\)-consistentsemi-parametric averaged derivative estimatessemiparametric estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(12)

• Minimum normal approximation error bandwidth selection for averaged derivatives.
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model
• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
• Some higher-order theory for a consistent non-parametric model specification test
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
• Bootstrapping density-weighted average derivatives
• Higher order asymptotic theory for minimum contrast estimators of spectral parameters of stationary processes
• Edgeworth Expansions for Semiparametric Averaged Derivatives
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
• The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
• Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators

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