Pages that link to "Item:Q4630017"
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The following pages link to Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency (Q4630017):
Displaying 18 items.
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model (Q1599064) (← links)
- Kernel smoothers and bootstrapping for semiparametric mixed effects models (Q1931869) (← links)
- Practical steps to improve specification testing (Q2086146) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY (Q5059132) (← links)
- NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789) (← links)
- Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)
- PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY (Q5243488) (← links)
- The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives* (Q5393901) (← links)
- Twicing Kernels and a Small Bias Property of Semiparametric Estimators (Q5475038) (← links)
- Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach (Q6070108) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Locally Robust Semiparametric Estimation (Q6181688) (← links)
- Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)
- Multivalued Treatments and Decomposition Analysis: An Application to the WIA Program (Q6617760) (← links)
- Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths (Q6617799) (← links)
- Bootstrap Inference in the Presence of Bias (Q6651396) (← links)
