The Normal Approximation for Semiparametric Averaged Derivatives

Peter Robinson

Econometrica, 1995, vol. 63, issue 3, 667-80

Abstract: 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, the author goes 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. Copyright 1995 by The Econometric Society.

Date: 1995
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