Generated covariates in nonparametric estimation: a short review

DOI10.1007/978-3-642-32419-2_11MaRDI QIDQ4644976zbMATH OpenOpenAlexFDO

Authors Enno Mammen, Christoph Rothe, Melanie Schienle

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

generated covariatesnonparametric estimationnonparametric regression

Mathematics Subject Classification ID

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

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Cites work

• A kernel method of estimating structured nonparametric regression based on marginal integration
• Identification and estimation of triangular simultaneous equations models without additivity
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• Nonparametric regression with nonparametrically generated covariates
• Semiparametric estimation with generated covariates
• Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions

Cited in

(2)

• Semiparametric estimation with generated covariates
• Nonparametric regression with nonparametrically generated covariates

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