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Keyword: edgeworth expansions;
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Peter M Robinson and Carlos Velasco
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral estimates, and of studentized versions of linear statistics such as the same mean, where the studentization employs such a n...Read more...
Yoshihiko Nishiyama and Peter M Robinson
We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models....Read more...