The Normal Approximation for Semiparametric Averaged Derivatives

DOI10.2307/2171912zbMath0829.62023OpenAlexW2063153526MaRDI QIDQ4846698

Peter M. Robinson

Publication date: 4 September 1995

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2171912

zbMATH Keywords

rate of convergencenormal approximationhigher-order asymptotic theoryfinite-sample distributionnormal limit distributionroot-\(n\)-consistentsemiparametric estimatessemi-parametric averaged derivative estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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