Adaptive estimation of non–linear regression models
From MaRDI portal
Publication:3746672
DOI10.1080/07474938408800060zbMath0607.62034MaRDI QIDQ3746672
Publication date: 1984
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938408800060
survey paper; efficient estimation; adaptive estimation; adaptive estimability; Stein-Bickel conditions for existence; Stone-Bickel construction of adaptive maximum likelihood estimates
62P20: Applications of statistics to economics
62F35: Robustness and adaptive procedures (parametric inference)
62J02: General nonlinear regression
Related Items
Adaptive estimation in time series regression models, Approximate maximum likelihood estimation in linear regression, Adaptive estimation of regression models via moment restrictions, Adaptive estimation of cointegrating regressions with ARMA errors, Semiparametric instrumental variable estimation of simultaneous equation sample selection models, Semiparametric maximum likelihood estimation of polychotomous and sequential choice models, A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations, Asymptotic efficiency in estimation with conditional moment restrictions, Tests against inequality constraints in semiparametric models, Monetary policy and interest rates. An adaptive estimator approach