Iterative regularisation in nonparametric instrumental regression

DOI10.1016/j.jspi.2012.07.010zbMath1251.62012OpenAlexW2119556868MaRDI QIDQ715582

Anne Vanhems, Jan Johannes, Sébastien Van Bellegem

Publication date: 30 October 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.07.010

zbMATH Keywords

iterative methodinstrumental variablesnonparametric estimationill-posed inverse problemestimation by projection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05)

Related Items (5)

Additive nonparametric instrumental regressions: a guide to implementation ⋮ Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables ⋮ Posterior consistency of nonparametric conditional moment restricted models ⋮ Nonparametric instrumental variable derivative estimation ⋮ Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring

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