TY - JOUR TI - Root-N-Consistent Semiparametric Regression AU - P. M. Robinson JO - Econometrica PY - 1988 VL - 56 IS - 4 DO - 10.2307/1912705 UR - https://doi.org/10.2307/1912705 ER - TY - JOUR TI - The Asymptotic Variance of Semiparametric Estimators AU - Whitney K. Newey JO - Econometrica PY - 1994 VL - 62 IS - 6 DO - 10.2307/2951752 UR - https://doi.org/10.2307/2951752 ER - TY - JOUR TI - Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach AU - Elizabeth R. DeLong AU - David M. DeLong AU - Daniel L. Clarke‐Pearson JO - Biometrics PY - 1988 VL - 44 IS - 3 DO - 10.2307/2531595 UR - https://doi.org/10.2307/2531595 ER - TY - JOUR TI - Nonparametric Tests Against Trend AU - Henry B. Mann JO - Econometrica PY - 1945 VL - 13 IS - 3 DO - 10.2307/1907187 UR - https://doi.org/10.2307/1907187 ER - TY - JOUR TI - Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models AU - Simon N. Wood JO - Journal of the Royal Statistical Society Series B (Statistical Methodology) PY - 2010 VL - 73 IS - 1 DO - 10.1111/j.1467-9868.2010.00749.x UR - https://doi.org/10.1111/j.1467-9868.2010.00749.x ER - TY - JOUR TI - An Introduction to Kernel and Nearest-Neighbor Nonparametric Regression AU - Naomi Altman JO - The American Statistician PY - 1992 VL - 46 IS - 3 DO - 10.1080/00031305.1992.10475879 UR - https://doi.org/10.1080/00031305.1992.10475879 ER - TY - JOUR TI - Remarks on Some Nonparametric Estimates of a Density Function AU - Murray Rosenblatt JO - The Annals of Mathematical Statistics PY - 1956 VL - 27 IS - 3 DO - 10.1214/aoms/1177728190 UR - https://doi.org/10.1214/aoms/1177728190 ER - TY - JOUR TI - Rank Transformations as a Bridge between Parametric and Nonparametric Statistics AU - William Jay Conover AU - Ronald L. Iman JO - The American Statistician PY - 1981 VL - 35 IS - 3 DO - 10.1080/00031305.1981.10479327 UR - https://doi.org/10.1080/00031305.1981.10479327 ER - TY - JOUR TI - Estimation and inference in two-stage, semi-parametric models of production processes AU - Léopold Simar AU - Paul W. Wilson JO - Journal of Econometrics PY - 2005 VL - 136 IS - 1 DO - 10.1016/j.jeconom.2005.07.009 UR - https://doi.org/10.1016/j.jeconom.2005.07.009 ER - TY - JOUR TI - Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach AU - John DiNardo AU - Nicole M. Fortin AU - Thomas Lemieux JO - Econometrica PY - 1996 VL - 64 IS - 5 DO - 10.2307/2171954 UR - https://doi.org/10.2307/2171954 ER - TY - JOUR TI - Nonparametric Statistics AU - Sidney Siegel JO - The American Statistician PY - 1957 VL - 11 IS - 3 DO - 10.1080/00031305.1957.10501091 UR - https://doi.org/10.1080/00031305.1957.10501091 ER - TY - JOUR TI - Flexible regression models with cubic splines AU - Sylvain Durrleman AU - Richard M Simon JO - Statistics in Medicine PY - 1989 VL - 8 IS - 5 DO - 10.1002/sim.4780080504 UR - https://doi.org/10.1002/sim.4780080504 ER - TY - JOUR TI - Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties AU - Evelyn Fix AU - J. L. Hodges JO - International Statistical Review PY - 1989 VL - 57 IS - 3 DO - 10.2307/1403797 UR - https://doi.org/10.2307/1403797 ER - TY - JOUR TI - Consistent Nonparametric Regression AU - Charles J. Stone JO - The Annals of Statistics PY - 1977 VL - 5 IS - 4 DO - 10.1214/aos/1176343886 UR - https://doi.org/10.1214/aos/1176343886 ER - TY - JOUR TI - Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data AU - James M. Robins AU - Andrea G. Rotnitzky AU - Lue Ping Zhao JO - Journal of the American Statistical Association PY - 1995 VL - 90 IS - 429 DO - 10.1080/01621459.1995.10476493 UR - https://doi.org/10.1080/01621459.1995.10476493 ER - TY - JOUR TI - Gaussian Semiparametric Estimation of Long Range Dependence AU - Peter M. Robinson JO - The Annals of Statistics PY - 1995 VL - 23 IS - 5 DO - 10.1214/aos/1176324317 UR - https://doi.org/10.1214/aos/1176324317 ER - TY - JOUR TI - Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods AU - Bradley Efron JO - Biometrika PY - 1981 VL - 68 IS - 3 DO - 10.1093/biomet/68.3.589 UR - https://doi.org/10.1093/biomet/68.3.589 ER - TY - JOUR TI - Additive Regression and Other Nonparametric Models AU - Charles J. Stone JO - The Annals of Statistics PY - 1985 VL - 13 IS - 2 DO - 10.1214/aos/1176349548 UR - https://doi.org/10.1214/aos/1176349548 ER - TY - JOUR TI - Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion AU - Clifford M. Hurvich AU - Jeffrey S. Simonoff AU - Chih‐Ling Tsai JO - Journal of the Royal Statistical Society Series B (Statistical Methodology) PY - 1998 VL - 60 IS - 2 DO - 10.1111/1467-9868.00125 UR - https://doi.org/10.1111/1467-9868.00125 ER - TY - JOUR TI - Semiparametric least squares (SLS) and weighted SLS estimation of single-index models AU - Hidehiko Ichimura JO - Journal of Econometrics PY - 1993 VL - 58 IS - 1-2 DO - 10.1016/0304-4076(93)90114-k UR - https://doi.org/10.1016/0304-4076(93)90114-k ER - TY - JOUR TI - A semiparametric estimation procedure of dependence parameters in multivariate families of distributions AU - Christian Genest AU - Kilani Ghoudi AU - Louis‐Paul Rivest JO - Biometrika PY - 1995 VL - 82 IS - 3 DO - 10.1093/biomet/82.3.543 UR - https://doi.org/10.1093/biomet/82.3.543 ER - TY - JOUR TI - Design-adaptive Nonparametric Regression AU - Jianqing Fan JO - Journal of the American Statistical Association PY - 1992 VL - 87 IS - 420 DO - 10.1080/01621459.1992.10476255 UR - https://doi.org/10.1080/01621459.1992.10476255 ER - TY - JOUR TI - The Nonparametric Approach to Demand Analysis AU - Hal R. Varian JO - Econometrica PY - 1982 VL - 50 IS - 4 DO - 10.2307/1912771 UR - https://doi.org/10.2307/1912771 ER - TY - JOUR TI - Some Aspects of the Spline Smoothing Approach to Non-Parametric Regression Curve Fitting AU - B. W. Silverman JO - Journal of the Royal Statistical Society Series B (Statistical Methodology) PY - 1985 VL - 47 IS - 1 DO - 10.1111/j.2517-6161.1985.tb01327.x UR - https://doi.org/10.1111/j.2517-6161.1985.tb01327.x ER - TY - JOUR TI - Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices AU - Yacine Aı̈t-Sahalia AU - Andrew W. Lo JO - The Journal of Finance PY - 1998 VL - 53 IS - 2 DO - 10.1111/0022-1082.215228 UR - https://doi.org/10.1111/0022-1082.215228 ER - TY - JOUR TI - Nonparametric frontier estimation: a robust approach AU - Catherine Cazals AU - Jean‐Pierre Florens AU - Léopold Simar JO - Journal of Econometrics PY - 2002 VL - 106 IS - 1 DO - 10.1016/s0304-4076(01)00080-x UR - https://doi.org/10.1016/s0304-4076(01)00080-x ER - TY - JOUR TI - Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models AU - Daniel O. Scharfstein AU - Andrea G. Rotnitzky AU - James M. Robins JO - Journal of the American Statistical Association PY - 1999 VL - 94 IS - 448 DO - 10.1080/01621459.1999.10473862 UR - https://doi.org/10.1080/01621459.1999.10473862 ER -