Semi-Nonparametric Maximum Likelihood Estimation
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Publication:89225
DOI10.2307/1913241zbMath0631.62110OpenAlexW2050980654MaRDI QIDQ89225
Douglas W. Nychka, A. Ronald Gallant, A. Ronald Gallant, Douglas W. Nychka
Publication date: March 1987
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913241
identificationuniform convergencecompactnesssample selectionnonlinear regressionnonparametricdensenessmultivariate normal distributionsemi-parametricHermite seriesestimation of Stoker functionalsfitting econometric modelsHermite formssemi-nonparametric maximum likelihood estimation
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Point estimation (62F10)
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