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...

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Bibliographic Details
Main Authors: Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Bonn IZA 2011
Series:Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit 6084
In: Discussion paper series (6084)

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Online Access:Resolving-System, Volltext, Volltext: http://nbn-resolving.de/urn:nbn:de:101:1-201111213059
Verlag, Volltext: http://ftp.iza.org/dp6084.pdf
Download aus dem Internet, Stand: 05.04.2012, Volltext: http://hdl.handle.net/10419/58774
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Author Notes:Enno Mammen; Christoph Rothe; Melanie Schienle
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Semiparametric estimation with generated covariates by Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author) ,


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Semiparametric estimation with generated covariates by Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author) ,


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Semiparametric estimation with generated covariates by Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author) ,


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Book/Monograph Working Paper Online Resource