Nonparametric regression with nonparametrically generated covariates

DOI10.1214/12-AOS995zbMath1274.62294arXiv1207.5594MaRDI QIDQ447858

Christoph Rothe, Melanie Schienle, Enno Mammen

Publication date: 29 August 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5594

zbMATH Keywords

empirical processnonparametric regressionsimultaneous equation modelstwo-stage estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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