Asymptotics of SIMEX-based variance estimation

Yun Fang () and Li-Xing Zhu ()

Metrika: International Journal for Theoretical and Applied Statistics, 2012, vol. 75, issue 3, 329-345

Keywords: Asymptotic normality; Bandwidth selection; Consistency; Kernel; Monte Carlo; Permutation; Simulation extrapolation (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00184-010-0329-1

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