Normal Approximation Rate and Bias Reduc
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Sheng-Yan Hong
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Article
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2002
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Elsevier Science
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English
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Accuracy of the normal approximation for Speckman's kernel smoothing estimator of the parametric component ; in the semiparametric regression model y=x { ;+ g(t)+e is studied when the bandwidth used in the estimator is selected by a general data-based method which includes such commonly used bandwid