Xia, Yingcun; Härdle, Wolfgang; Linton, Oliver - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009
In semiparametric models it is a common approach to under-smooth the nonparametric functions inorder that estimators of the finite dimensional parameters can achieve root-n consistency. The requirementof under-smoothing may result as we show from inefficient estimation methods or technical...
