Asymptotic Normality of a Combined Regression Estimator - Fan, Yanqin; Ullah, Aman (Journal of multivariate analysis, 1999)
Keywords: asymptotic distribution; asymptotic distribution convex combination kernel estimation model specification testing parametric estimation semiparametric estimation; convex combination; Distribution theory; Exact sciences and technology; kernel estimation; Linear inference, regression; Mathematics; model specification testing; Nonparametric inference; parametric estimation; Probability and statistics; Sciences and techniques of general use; semiparametric estimation; Statistics; asymptotic distribution; semiparametric estimation; convex combination; kernel estimation; model specification testing; parametric estimation; Statistical regression; Density estimation; Asymptotic normality; Asymptotic behavior; Estimator robustness; Distribution function; Convergence rate; Non parametric estimation; Probability distribution; Parametric test; Convergence; Kernel method