Orthogonal polynomials for seminonparametric instrumental variables model

DOI10.1051/ps/2014025zbMath1332.33016arXiv1409.1620OpenAlexW2963630659MaRDI QIDQ2786482

Neşe Yıldız, Yevgeniy V. Kovchegov

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.1620

zbMATH Keywords

orthogonal polynomialsStein's methodinstrumental variablessemiparametric methodsnonparametric identification

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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