Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
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Publication:2448409
DOI10.1016/j.jeconom.2013.05.006zbMath1285.62033OpenAlexW1973819618MaRDI QIDQ2448409
Valentin Patilea, Pascal Lavergne
Publication date: 30 April 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/15755/1/lavergne_15755.pdf
bootstraphypothesis testingasymptotic efficiencysemiparametric estimationsmoothing methodsconditional estimating equations
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)
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