Closest Empirical Distribution Estimation

DOI10.2307/1911991MaRDI QIDQ5185833zbMATH OpenOpenAlexFDO

Authors 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

closest empirical distribution estimationnonlinear simultaneous equations modelstrong consistency theorems

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Applications of statistics to economics (62P20)

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Cited in

(7)

• CED model: Basic theory
• Minimum distance from independence estimation of nonseparable instrumental variables models
• Closest Empirical Distribution Estimation
• Efficient estimation in models with independence restrictions
• A closeness estimate for probability distribution and its zero bias transformation
• Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
• Individual welfare analysis: random quasilinear utility, independence, and confidence bounds

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