Non- and semi-parametric estimation in models with unknown smoothness

DOI10.1016/J.ECONLET.2006.06.014MaRDI QIDQ1929487zbMATH OpenOpenAlexFDO

Authors Yulia Kotlyarova, Victoria Zinde-Walsh

Publication date 8 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://escholarship.mcgill.ca/concern/articles/fb494d11g

zbMATH Keywords

nonparametric estimationcombined estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cites work

• A Smoothed Maximum Score Estimator for the Binary Response Model
• ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS

Cited in

(13)

• Discussion of nonparametric (smoothed) likelihood and integral equations by Piet Groeneboom
• Finite population model-assisted estimation using combined parametric and nonparametric regression smoothers
• Averaging of an increasing number of moment condition estimators
• Efficient minimum distance estimation with multiple rates of convergence
• Kernel Averaging Estimators
• INTEGRATED SCORE ESTIMATION
• Reduced forms and weak instrumentation
• Nonparametric Estimation of a Density of Unknown Smoothness
• Smoothness adaptive average derivative estimation
• Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
• Robust Estimation in Binary Choice Models
• Robust kernel estimator for densities of unknown smoothness
• The identification power of smoothness assumptions in models with counterfactual outcomes

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