Studentization in Edgeworth expansions for estimates of semiparametric index models

Robinson, Peter M.; and Nishiyama, Yoshihiko (2001) Studentization in Edgeworth expansions for estimates of semiparametric index models. In: Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics. International symposia in economic theory and econometrics (13). Cambridge University Press, Cambridge, pp. 197-240. ISBN 9780521662468
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