SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
DOI10.1017/S0266466605050425zbMATH Open1096.62026OpenAlexW2028146138MaRDI QIDQ3377455FDOQ3377455
Authors: Jeff Dominitz, Robert Sherman 
Publication date: 22 March 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466605050425
Recommendations
- Iterative estimating equations: Linear convergence and asymptotic properties
- A simple iterative Z-estimator for semiparametric models
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Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
Cites Work
- Simulation and the Asymptotics of Optimization Estimators
- The Stochastic Difference Between Econometric Statistics
- An Efficient Semiparametric Estimator for Binary Response Models
- Asymptotic efficiency in semi-parametric models with censoring
- A Smoothed Maximum Score Estimator for the Binary Response Model
- One-Step Huber Estimates in the Linear Model
- Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
Cited In (22)
- On iterative procedures of asymptotic inference
- Current status linear regression
- A note on convergence of an iterative algorithm for semiparametric odds ratio models
- Single-index copulas
- Rate of convergence of the iterative estimation method in the linear model with unknown covariance matrix.
- Recursive estimation in large panel data models: theory and practice
- Flexible bivariate Poisson integer-valued GARCH model
- Convergence of Luo and Tsai's iterative algorithm for estimation in proportional likelihood ratio models
- A simple iterative Z-estimator for semiparametric models
- Conditional density estimation in a censored single-index regression model
- How many iterations are sufficient for efficient semiparametric estimation?
- Single index regression models in the presence of censoring depending on the covariates
- Local consistency of the iterative least-squares estimator for the semiparametric binary choice model
- The time-varying GARCH-in-mean model
- Iterative estimating equations: Linear convergence and asymptotic properties
- Efficient two-step estimation via targeting
- A \(q\)-exponential regression model
- Estimation and forecasting in vector autoregressive moving average models for rich datasets
- A Note on Properties of Iterative Procedures of Asymptotic Inference
- Single-index regression models with right-censored responses
- On convergence of the iterative conditional estimations
- О сходимости итерационной процедуры среднеквадратичного оценивания коэффициентов линейно параметрической дискретной модели
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