Adaptive estimation of non–linear regression models

DOI10.1080/07474938408800060MaRDI QIDQ3746672zbMATH OpenOpenAlexFDO

Authors Charles F. Manski

Publication date 1984

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938408800060

zbMATH Keywords

adaptive estimabilityadaptive estimationefficient estimationStein-Bickel conditions for existenceStone-Bickel construction of adaptive maximum likelihood estimatessurvey paper

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

Cited in

(22)

• Adaptive \(M\)-estimation in nonparametric regression
• Adaptive estimation in time series regression models
• Approximate maximum likelihood estimation in linear regression
• Adaptive estimation of regression models via moment restrictions
• Adaptive estimation of cointegrating regressions with ARMA errors
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
• Asymptotic efficiency in estimation with conditional moment restrictions
• Tests against inequality constraints in semiparametric models
• A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
• Adaptive estimation for varying coefficient models
• Monetary policy and interest rates. An adaptive estimator approach
• A new adaptive multiple modelling approach for non-linear and non-stationary systems
• On adaptive linear regression
• ADAPTIVE ESTIMATION IN LINEAR REGRESSION
• scientific article; zbMATH DE number 718749 (Why is no real title available?)
• scientific article; zbMATH DE number 769866 (Why is no real title available?)
• A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
• Construction of credible intervals for nonlinear regression models with unknown error distributions
• The ET interview: Benedikt M. Pötscher
• A robust nonparametric test for conditional symmetry in high dimension

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