{"title":"半参数指数模型估计的Edgworth展开中的学生化-(现发表于C Hsiao, K Morimune和J Powell(主编):非线性统计建模(Festschrift for Takeshi Amemiya),(剑桥大学出版社,2001),Pp.197-240。)","authors":"Yoshihiko Nishiyama, Peter M. Robinson","doi":"10.1017/CBO9781139175203.009","DOIUrl":null,"url":null,"abstract":"We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models.","PeriodicalId":345385,"journal":{"name":"London School of Economics & Political Science STICERD Research Papers Series","volume":"91 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1999-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now Published in C Hsiao, K Morimune and J Powell (Eds): Nonlinear Statistical Modeling (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), Pp.197-240.)\",\"authors\":\"Yoshihiko Nishiyama, Peter M. Robinson\",\"doi\":\"10.1017/CBO9781139175203.009\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models.\",\"PeriodicalId\":345385,\"journal\":{\"name\":\"London School of Economics & Political Science STICERD Research Papers Series\",\"volume\":\"91 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1999-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"London School of Economics & Political Science STICERD Research Papers Series\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1017/CBO9781139175203.009\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"London School of Economics & Political Science STICERD Research Papers Series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1017/CBO9781139175203.009","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now Published in C Hsiao, K Morimune and J Powell (Eds): Nonlinear Statistical Modeling (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), Pp.197-240.)
We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models.