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Semiparametric estimation with generated covariates

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In this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of infinite-dimensional nuisance parameters: a conditional expectation function that has been estimated nonparametrically using generated covari...

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Bibliographische Detailangaben
Hauptverfasser: Mammen, Enno (VerfasserIn) , Rothe, Christoph (VerfasserIn) , Schienle, Melanie (VerfasserIn)
Dokumenttyp: Buch/Monographie Arbeitspapier
Sprache:Englisch
Veröffentlicht: Berlin SFB 649, Economic Risk 2011
Schriftenreihe:SFB 649 discussion paper 2011-064
In: SFB 649 discussion paper (2011-064)

Schlagworte:
Arbeitspapier
Graue Literatur
Online-Zugang:Verlag, Volltext: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-064.pdf
Download aus dem Internet, Stand: 02.11.2011, Volltext: http://hdl.handle.net/10419/56726
Volltext
Verfasserangaben:Enno Mammen; Christoph Rothe; Melanie Schienle

MARC

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