Riesz estimators

DOI10.1016/j.jeconom.2005.11.005zbMath1418.62407MaRDI QIDQ278266

F. Blanchet-Sadri, M. Dambrine

Publication date: 2 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.11.005

zbMATH Keywords

additive regression; multivariate continuous piecewise linear regression; Riesz estimators

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J99: Linear inference, regression

46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics