Second Order Approximation in the Partially Linear Regression Model (Q4859503)
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scientific article; zbMATH DE number 829940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second Order Approximation in the Partially Linear Regression Model |
scientific article; zbMATH DE number 829940 |
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Second Order Approximation in the Partially Linear Regression Model (English)
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2 May 1996
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local polynomial
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asymptotic expansions
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second order properties
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partially linear regession model
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stochastic expansion
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semiparameter least squares estimator
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error estimator
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studentized statistic
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second order expansions
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second order effects
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bandwidth choice
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Monte Carlo
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