Convergence rates and asymptotic normality for series estimators

@inproceedings{Newey1997ConvergenceRA,
  title={Convergence rates and asymptotic normality for series estimators},
  author={Whitney Newey},
  year={1997}
}
Abstract This paper gives general conditions for convergence rates and asymptotic normality of series estimators of conditional expectations, and specializes these conditions to polynomial regression and regression splines. Both mean-square and uniform convergence rates are derived. Asymptotic normality is shown for nonlinear functionals of series estimators, covering many cases not previously treated. Also, a simple condition for n - consitency of a functional of a series estimator is given… CONTINUE READING

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