We propose a general strategy for variable selection in semiparametric regression models by penalizing appropriate estimating functions. Important applications include semiparametric linear regression ...

This paper studies the identification and estimation of weighted average derivatives of conditional location functionals including conditional mean and conditional quantiles in settings where either ...

A POWER series of the form?an(z - z0)n which converges at more than one point, converges inside a circle centre z0 and coincides with the series obtained by applying Taylor's theorem to the ...