Closest Empirical Distribution Estimation

DOI10.2307/1911991zbMath0541.62016OpenAlexW2070772980MaRDI QIDQ3327505

Charles F. Manski

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911991

zbMATH Keywords

minimum distance estimationstrong consistency theoremsclosest empirical distribution estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) General nonlinear regression (62J02)

Related Items

Nonparametric estimation of structural models for high-frequency currency market data, Median regression for ordered discrete response, Consistent estimation of limited dependent variable models despite misspecification of distribution, Semiparametric analysis of binary response from response-based samples, Asymptotic efficiency in estimation with conditional moment restrictions, Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator, Consistency of the estimator of binary response models based on AUC maximization