Robinson, Peter - Centre for Microdata Methods and Practice (CEMMAP) - 2006
estimate. This strategy is followed virtually uniformly in the
adaptive estimation literature, and we follow it here.
It leads … the paper the prime denotes di�erentiation. The bulk of work
on adaptive estimation uses kernel estimates of f and f0 … details for
the adaptive estimation of our 0, consider the n 1 vector
e( ) = (e1( );:::;en( ))T = (I W)y X ; (2.10)
for …