The normal approximation for semiparametric averaged derivatives
Robinson, Peter
(1995)
The normal approximation for semiparametric averaged derivatives
Econometrica, 63 (3).
pp. 667-680.
ISSN 0012-9682
With the same normalization as that for standard parametric statistics, and centered at a parameter of interest, many semiparametric estimates based on n observations have been shown to be root-n-consistent and asymptotically normal. In the context of semiparametric averaged derivative estimates, we go further by showing that the rate of convergence of the finite-sample distribution to the normal limit distribution can equal that of standard parametric statistics.
| Item Type | Article |
|---|---|
| Keywords | normal approximation,higher-order asymptotic theory,semiparametric estimates |
| Departments | Economics |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1542 |