Edgeworth Expansions for Semiparametric Averaged Derivatives
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Publication:4799850
DOI10.1111/1468-0262.00142zbMath1022.62013OpenAlexW2158484203MaRDI QIDQ4799850
Yoshihiko Nishiyama, Peter M. Robinson
Publication date: 2 November 2003
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/2132/
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)
Related Items (13)
HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES ⋮ NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES ⋮ ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS ⋮ Long-range dependent time series specification ⋮ Minimum normal approximation error bandwidth selection for averaged derivatives. ⋮ Gram-Charlier densities: maximum likelihood versus the method of moments ⋮ Edgeworth expansions for semiparametric Whittle estimation of long memory. ⋮ Statistical inference on regression with spatial dependence ⋮ A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE ⋮ SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES ⋮ Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
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