U-Processes in the Analysis of a Generalized Semiparametric Regression Estimator

We prove -consistency and asymptotic normality of a generalized semiparametric regression estimator that includes as special cases Ichimura's semiparametric least-squares estimator for single index models, and the estimator of Klein and Spady for the binary choice regression model. Two function...

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Veröffentlicht in:	Econometric theory 1994-06, Vol.10 (2), p.372-395
1. Verfasser:	Sherman, Robert P.
Format:	Artikel
Sprache:	eng
Schlagworte:	Analytical estimating Econometrics Estimation methods Estimators Infinity Mathematical functions Maximum likelihood estimation Orthogonality Random variables Real numbers Regression analysis Umklapp process
Online-Zugang:	Volltext
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