Non- and semi-parametric estimation in models with unknown smoothness

DOI10.1016/j.econlet.2006.06.014zbMath1255.62092OpenAlexW1972016646MaRDI QIDQ1929487

Yulia Kotlyarova, Victoria Zinde-Walsh

Publication date: 8 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://escholarship.mcgill.ca/concern/articles/fb494d11g

zbMATH Keywords

nonparametric estimationcombined estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (7)

INTEGRATED SCORE ESTIMATION ⋮ Smoothness adaptive average derivative estimation ⋮ Efficient minimum distance estimation with multiple rates of convergence ⋮ Robust kernel estimator for densities of unknown smoothness ⋮ Robust Estimation in Binary Choice Models ⋮ AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS ⋮ Reduced forms and weak instrumentation

Cites Work

• A Smoothed Maximum Score Estimator for the Binary Response Model
• ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS

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