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Estimation of a semiparametric multiplicative density model - MaRDI portal

Estimation of a semiparametric multiplicative density model (Q334851)

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scientific article; zbMATH DE number 6646468
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Estimation of a semiparametric multiplicative density model
scientific article; zbMATH DE number 6646468

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    Estimation of a semiparametric multiplicative density model (English)
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    1 November 2016
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    semiparametric models
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    in-sample density forecasting
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    backfitting
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    Newton-Kantorovich theorem
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