文章基本信息

标题：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.)
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作者：Y Nishiyama ; Peter M Robinson
期刊名称：Distributional Analysis Publications
印刷版ISSN：1352-2469
出版年度：1999
卷号：1999
出版社：Suntory Toyota International Centres for Economics and Related Disciplines
摘要：We establish valid theoretical and empirical Edgeworth expansionsfor density-weighted averaged derivative estimates ofsemiparametric index models
关键词：Edgeworth expansions; semiparametric estimates;averaged derivatives