Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models
We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989). We derive an order n –1 stochastic expansion and give a theorem justifying order n – 1 distributional approximation of the Edgeworth type.
Linton, Oliver B., "Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models" (1994). Cowles Foundation Discussion Papers. 1329.