Asymptotics of SIMEX-based variance estimation

DOI10.1007/S00184-010-0329-1zbMath1239.62027OpenAlexW2022089400MaRDI QIDQ427486

Yun Fang, Li Xing Zhu

Publication date: 13 June 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-010-0329-1

zbMATH Keywords

consistencyasymptotic normalityMonte Carlopermutationkernelbandwidth selectionsimulation extrapolation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Monte Carlo methods (65C05)

Cites Work

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