摘要
In this paper, under some fairly general conditions, a first-order Edgeworth expansion for the standardized statistic of βin partial linear models is given, then a non-residual type of consistent estimation for the error variance is constructed, and finally an Edgeworth expansion for the corresponding studentized version is presented.
In this paper, under some fairly general conditions, a first-order Edgeworth expansion for the standardized statistic of βin partial linear models is given, then a non-residual type of consistent estimation for the error variance is constructed, and finally an Edgeworth expansion for the corresponding studentized version is presented.
