Higher order asymptotic theory for semiparametric averaged derivatives

This thesis investigates higher order asymptotic properties of a semiparametric averaged derivative estimator. Classical parametric models assume that we know the distribution function of random variables of interest up to finite dimensional parameters, while nonparametric models do not assume this...

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Bibliographic Details
Main Author: Nishiyama, Yoshihiko
Published: London School of Economics and Political Science (University of London) 2001
Subjects:
330
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.249521