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How Many Iterations are Sufficient for Efficient Semiparametric Estimation?

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  • GUANG CHENG

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  • Guang Cheng, 2013. "How Many Iterations are Sufficient for Efficient Semiparametric Estimation?," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 592-618, September.
    • Handle: RePEc:bla:scjsta:v:40:y:2013:i:3:p:592-618
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    References listed on IDEAS

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    1. Robinson, Peter M, 1988. "The Stochastic Difference between Econometric Statistics," Econometrica, Econometric Society, vol. 56(3), pages 531-548, May.
    2. Cheng, Guang & Kosorok, Michael R., 2009. "The penalized profile sampler," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 345-362, March.
    3. Yatchew, A., 1997. "An elementary estimator of the partial linear model," Economics Letters, Elsevier, vol. 57(2), pages 135-143, December.
    4. Cheng, Guang & Yu, Zhuqing & Huang, Jianhua Z., 2013. "The cluster bootstrap consistency in generalized estimating equations," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 33-47.
    5. Cosslett, Stephen R, 1983. "Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model," Econometrica, Econometric Society, vol. 51(3), pages 765-782, May.
    6. Dominitz, Jeff & Sherman, Robert P., 2005. "Some Convergence Theory For Iterative Estimation Procedures With An Application To Semiparametric Estimation," Econometric Theory, Cambridge University Press, vol. 21(4), pages 838-863, August.
    7. Andrews, Donald W.K., 1995. "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 11(3), pages 560-586, June.
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