Semiparametric M-estimation with non-smooth criterion functions
نویسندگان
چکیده
منابع مشابه
Estimation of semiparametric models when the criterion function is not smooth
We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some preliminary nonparametric estimators. Our results extend existing theories like those of Pakes and Pollard (1989), Andrews (1994a), and Newey ...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2018
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-018-0700-y