Y. Nishiyama

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All published works

Action	Title	Year	Authors
+	Kernel order selection by minimum bootstrapped MSE for density weighted averages	2005	Y. Nishiyama
+	Minimum normal approximation error bandwidth selection for averaged derivatives	2003	Y. Nishiyama
+	Studentization in Edgeworth expansions for estimates of semiparametric index models	2001	Y. Nishiyama Peter M. Robinson
+ PDF Chat	Edgeworth Expansions for Semiparametric Averaged Derivatives	2000	Y. Nishiyama Peter M. Robinson

Common Coauthors

Coauthor	Papers Together
Peter M. Robinson	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Semiparametric Estimation of Index Coefficients	1989	James L. Powell James H. Stock Thomas M. Stoker	4
+	The Normal Approximation for Semiparametric Averaged Derivatives	1995	Peter M. Robinson	3
+	Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series	1989	Peter M. Robinson	3
+	Root-N-Consistent Semiparametric Regression	1988	Peter M. Robinson	3
+ PDF Chat	Optimal bandwidth choice for density-weighted averages	1996	James L. Powell Thomas M. Stoker	3
+	Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models	1996	Oliver Linton	2
+	Studentization in Edgeworth expansions for estimates of semiparametric index models	2001	Y. Nishiyama Peter M. Robinson	2
+ PDF Chat	Bounds on the Moments of Martingales	1968	S. W. Dharmadhikari Václav Fabian Kumar Jogdeo	2
+	TheBerry-Esseen bound for minimum contrast estimates	1971	J. Pfanzagl	2
+	How sensitive are average derivatives?	1993	Wolfgang Karl Härdle A. B. Tsybakov	2
+ PDF Chat	Edgeworth Expansions for Semiparametric Averaged Derivatives	2000	Y. Nishiyama Peter M. Robinson	2
+ PDF Chat	On the Edgeworth Expansion and the Bootstrap Approximation for a Studentized $U$-Statistic	1991	Roelof Helmers	2
+	The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model	1977	Takeshi Amemiya	1
+	Multivariate Density Estimation	1992	David W. Scott	1
+	The Edgeworth Expansion for U-Statistics of Degree Two	2011	Peter J. Bickel Friedrich Götze W. R. van Zwet	1
+ PDF Chat	Investigating Smooth Multiple Regression by the Method of Average Derivatives	1989	Wolfgang Karl Härdle Thomas M. Stoker	1
+	A distribution-free least squares estimator for censored linear regression models	1986	Joël L. Horowitz	1
+	Bandwidth Choice for Average Derivative Estimation	1992	Wolfgang Karl Härdle Jeffrey D. Hart J. S. Marron A. B. Tsybakov	1
+	Second order approximation in a linear regression with heteroskedasticity of unknown form	1996	Oliver B. Linton	1
+	Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form	1987	Peter M. Robinson	1
+	Regression Analysis when the Dependent Variable Is Truncated Normal	1973	Takeshi Amemiya	1
+	A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator	1981	Takeshi Amemiya James L. Powell	1
+ PDF Chat	Consistent Estimation of Scaled Coefficients	1986	Thomas M. Stoker	1
+ PDF Chat	The Order of the Normal Approximation for a Studentized $U$-Statistic	1981	Herman Callaert Noël Veraverbeke	1
+	The approximate distribution of nonparametric regression estimates	1995	Peter M. Robinson	1
+	A General Approximation to the Distribution of Instrumental Variables Estimates	1971	J. D. Sargan W. M. Mikhail	1
+	Efficient Instrumental Variables Estimation of Nonlinear Models	1990	Whitney K. Newey	1
+ PDF Chat	Asymptotic Expansions Related to Minimum Contrast Estimators	1973	J. Pfanzagl	1
+ PDF Chat	On the Validity of the Formal Edgeworth Expansion	1978	Ritwik Bhattacharya Jayanta K. Ghosh	1
+ PDF Chat	The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*	2005	Yoshihiko Nishiyama Peter M. Robinson	1
+	Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models	1991	Donald W. K. Andrews	1
+ PDF Chat	The Berry-Esseen bound for Studentized<i>U</i>-statistics	1985	Roelof Helmers	1
+ PDF Chat	Semiparametric least squares (SLS) and weighted SLS estimation of single-index models	1993	Hidehiko Ichimura	1
+	Least absolute deviations estimation for the censored regression model	1984	James L. Powell	1
+	Second Order Approximation in the Partially Linear Regression Model	1995	Oliver Linton	1
+	The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations	1959	A. L. Nagar	1
+	Journal of the Royal Statistical Society.	1923		1
+	Normal Approximation and Asymptotic Expansions	1977	Marius Iosifescu R. N. Bhattacharya R. Ranga Rao	1
+ PDF Chat	The Edgeworth Expansion for $U$-Statistics of Degree Two	1986	P. J. Bickel Friedrich Götze W. R. van Zwet	1
+	Semiparametric M-Estimation of Censored Linear Regression Models	1988	Joël L. Horowitz	1
+ PDF Chat	Investigating Smooth Multiple Regression by the Method of Average Derivatives	1989	Wolfgang Karl Härdle Thomas M. Stoker	1
+ PDF Chat	Symmetrically Trimmed Least Squares Estimation for Tobit Models	1986	James L. Powell	1
+	On the Distribution of a Studentized Quantile	1988	Peter Hall Simon J. Sheather	1
+	On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables	1982	Peter M. Robinson	1
+ PDF Chat	Asymptotic Properties of Non-Linear Least Squares Estimators	1969	Robert I. Jennrich	1
+ PDF Chat	Choice of Kernel Order in Density Estimation	1988	Peter Hall J. S. Marron	1
+	Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models	1992	Lung-Fei Lee	1
+ PDF Chat	Adaptive estimation of non–linear regression models	1984	Charles F. Manski	1
+	Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal	1974	Takeshi Amemiya	1
+ PDF Chat	An Edgeworth Expansion for $U$-Statistics	1980	Herman Callaert Paul Janssen Noël Veraverbeke	1