Semiparametric estimation with generated covariates
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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book/Monograph Working Paper |
| Language: | English |
| Published: |
Berlin
SFB 649, Economic Risk
2011
|
| Series: | SFB 649 discussion paper
2011-064 |
| In: |
SFB 649 discussion paper (2011-064)
|
| Subjects: | |
| Online Access: | 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 
|
| Author Notes: | Enno Mammen; Christoph Rothe; Melanie Schienle |
Search Result 1
Search Result 2
Search Result 3
Search Result 4
Search Result 5
Semiparametric estimation with generated covariates
- Resolving-System, Volltext, Volltext
- Verlag, Volltext
- Download aus dem Internet, Stand: 05.04.2012, Volltext
Book/Monograph
Working Paper
Online Resource