Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
Work
Year: 2003
Type: article
Abstract: 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 sm... more
Source: Econometrica
Institution UCLouvain
Cites: 40
Cited by: 382
Related to: 10
FWCI: 2.709
Citation percentile (by year/subfield): 99.97
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green