Generated Covariates in Nonparametric Estimation: A Short Review

DOI10.1007/978-3-642-32419-2_11zbMath1407.62122OpenAlexW1483543500MaRDI QIDQ4644976

Melanie Schienle, Enno Mammen, Christoph Rothe

Publication date: 9 January 2019

Published in: Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2012-042.pdf

zbMATH Keywords

nonparametric regressionnonparametric estimationgenerated covariates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Cites Work

• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
• Nonparametric regression with nonparametrically generated covariates
• SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Structural Equations, Treatment Effects, and Econometric Policy Evaluation1

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