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In semiparametric models it is a common approach to under-smooth the nonparametric functions in order that estimators of the finite dimensional parameters can achieve root-n consistency. The requirement of under-smoothing may result as we show from inefficient estimation methods or technical...
Persistent link: https://www.econbiz.de/10005051669
We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator and an empirical likelihood based one for the mean of the response variable are defined. Both the estimators are proved to be asymptotically normal, with...
Persistent link: https://www.econbiz.de/10010310577
Persistent link: https://www.econbiz.de/10000147122
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...
Persistent link: https://www.econbiz.de/10008939775
In semiparametric models it is a common approach to under-smooth the nonparametric functions in order that estimators of the finite dimensional parameters can achieve root-n consistency. The requirement of under-smoothing may result as we show from inefficient estimation methods or technical...
Persistent link: https://www.econbiz.de/10003835181
Persistent link: https://www.econbiz.de/10003942454
We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator and an empirical likelihood based one for the mean of the response variable are defined. Both the estimators are proved to be asymptotically normal, with...
Persistent link: https://www.econbiz.de/10009620774
Persistent link: https://www.econbiz.de/10002095725
Persistent link: https://www.econbiz.de/10001760764
Persistent link: https://www.econbiz.de/10001835934