Minimax Estimates in a Semiparametric Model
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Publication:3828892
DOI10.2307/2290141zbMATH Open0674.62027OpenAlexW4239151267MaRDI QIDQ3828892FDOQ3828892
Authors: N. Heckman 
Publication date: 1988
Full work available at URL: https://doi.org/10.2307/2290141
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Cited In (14)
- Robust pricing under strategic trading
- Minimax estimation of a functional on a structured high-dimensional model
- Estimation of the maximum and minimum in a model for bounded, dependent data
- Semiparametric minimax rates
- Mini-max-risk and mini-mean-risk inferences for a partially piecewise regression
- Local influence for Student-\(t\) partially linear models
- Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
- Estimation of the autocorrelation coefficient in the presence of a regression trend
- Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models
- Efficient estimation in a semiparametric additive regression model with autoregressive errors
- Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model
- Semi‐parametric estimation of non‐separable models: a minimum distance from independence approach
- Precise asymptotics of error variance estimator in partially linear models
- Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models
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