The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the parametric component which are asymptotically normal and converge at parametric rate. However, smoothing can inflate the error in the normal approximation, so that refined approximations are of interest, especially in sample sizes that are …