文章基本信息

标题：Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models -
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作者：Y Nishiyama ; Peter M Robinson
期刊名称：Econometrics Publications
印刷版ISSN：0969-4366
出版年度：1999
页码：197-240
出版社：Suntory Toyota International Centre 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