Concepedia

Semiparametric M-estimation with non-smooth criterion functions

Laurent Delsol, Ingrid Van Keilegom

Annals of the Institute of Statistical Mathematics · 2018 · 16 citations · 26 references

DOIFull text

Open access

Concepts

References

26

Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

Hidehiko Ichimura · Journal of Econometrics · 1993 · 1.2K citations

, , +11

Cube Root Asymptotics

Kim Jeankyung, David Pollard · The Annals of Statistics · 1990 · 641 citations

, , +16

Estimation of copula-based semiparametric time series models

Yanqin Fan · Journal of Econometrics · 2005 · 426 citations

, , +17

Estimation of Semiparametric Models when the Criterion Function Is Not Smooth

Xiaohong Chen, Oliver Linton, Ingrid Van Keilegom · Econometrica · 2003 · 413 citations

, , +16

Empirical Processes in M-Estimation

S. Rao Jammalamadaka · Journal of the American Statistical Association · 2001 · 350 citations

, , +12