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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

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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
Official URL:
Additional Information: © 1995 The Econometric Society
Divisions: Economics
Subjects: H Social Sciences > HB Economic Theory
JEL classification: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods
Date Deposited: 27 Apr 2007
Last Modified: 15 May 2024 23:36

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