Buchumschlag

Generated covariates in nonparametric estimation: a short review

Weitere Versionen anzeigen (2)

In many applications, covariates are not observed but have to be estimated from data. We outline some regression-type models where such a situation occurs and discuss estimation of the regression function in this context.We review theoretical results on how asymptotic properties of nonparametric est...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Mammen, Enno (VerfasserIn) , Rothe, Christoph (VerfasserIn) , Schienle, Melanie (VerfasserIn)
Dokumenttyp: Book/Monograph Arbeitspapier
Sprache:Englisch
Veröffentlicht: Berlin SFB 649, Economic Risk 2012
Schriftenreihe:SFB 649 discussion paper 2012-042
In: SFB 649 discussion paper (2012,42)

Schlagworte:
Arbeitspapier
Graue Literatur
Online-Zugang:Verlag, Volltext: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2012-042.pdf
Download aus dem Internet, Stand: 27.06.2012, Volltext: http://hdl.handle.net/10419/79567
Volltext
Verfasserangaben:Enno Mammen; Christoph Rothe; Melanie Schienle

MARC

LEADER 00000cam a2200000 c 4500
001 718282434
003 DE-627
005 20220712120731.0
007 cr uuu---uuuuu
008 120627s2012 gw |||||o 00| ||eng c
024 7 |a 10419/79567  |2 hdl 
035 |a (DE-627)718282434 
035 |a (DE-576)9718282432 
035 |a (DE-599)GBV718282434 
035 |a (OCoLC)839978222 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
044 |c XA-DE 
084 |a 27  |2 sdnb 
084 |a C14  |a C31  |2 jelc 
100 1 |a Mammen, Enno  |d 1955-  |0 (DE-588)170668606  |0 (DE-627)060788658  |0 (DE-576)13153159X  |4 aut 
245 1 0 |a Generated covariates in nonparametric estimation  |b a short review  |c Enno Mammen; Christoph Rothe; Melanie Schienle 
264 1 |a Berlin  |b SFB 649, Economic Risk  |c 2012 
300 |a Online-Ressource (PDF-Datei: 9 S., 346,79 KB) 
336 |a Text  |b txt  |2 rdacontent 
337 |a Computermedien  |b c  |2 rdamedia 
338 |a Online-Ressource  |b cr  |2 rdacarrier 
490 1 |a SFB 649 discussion paper  |v 2012-042 
520 |a In many applications, covariates are not observed but have to be estimated from data. We outline some regression-type models where such a situation occurs and discuss estimation of the regression function in this context.We review theoretical results on how asymptotic properties of nonparametric estimators differ in the presence of generated covariates from the standard case where all covariates are observed. These results also extend to settings where the focus of interest is on average functionals of the regression function. -- Nonparametric estimation ; generated covariates 
538 |a Systemvoraussetzungen: Acrobat Reader. 
650 7 |8 1.1\x  |a Varianzanalyse  |0 (DE-627)091396948  |0 (DE-2867)15350-5  |2 stw 
650 7 |8 1.2\x  |a Schätztheorie  |0 (DE-627)091387884  |0 (DE-2867)15272-6  |2 stw 
650 7 |8 1.3\x  |a Nichtparametrisches Verfahren  |0 (DE-627)091380103  |0 (DE-2867)15315-0  |2 stw 
650 7 |8 1.4\x  |a Theorie  |0 (DE-627)091394902  |0 (DE-2867)19073-6  |2 stw 
655 4 |0 (DE-206)24  |a Arbeitspapier  |5 DE-206 
655 4 |0 (DE-206)34  |a Graue Literatur  |5 DE-206 
700 1 |a Rothe, Christoph  |d 1981-  |0 (DE-588)138667063  |0 (DE-627)604889704  |0 (DE-576)308240537  |4 aut 
700 1 |a Schienle, Melanie  |d 1979-  |0 (DE-588)135794587  |0 (DE-627)571661068  |0 (DE-576)282689567  |4 aut 
810 2 |a Sonderforschungsbereich Ökonomisches Risiko  |t SFB 649 discussion paper  |v 2012,42  |9 2012042  |w (DE-627)493205462  |w (DE-576)281280762  |w (DE-600)2195055-6  |x 1860-5664  |7 am 
856 4 0 |u http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2012-042.pdf  |x Verlag  |3 Volltext 
856 4 0 |u http://hdl.handle.net/10419/79567  |x Download aus dem Internet, Stand: 27.06.2012  |3 Volltext 
951 |a BO 
992 |a 20241218 
993 |a WorkingPaper 
994 |a 2012 
998 |g 170668606  |a Mammen, Enno  |m 170668606:Mammen, Enno  |p 1  |x j 
999 |a KXP-PPN718282434  |e 4638490379 
BIB |a Y 
JSO |a {"type":{"bibl":"book","media":"Online-Ressource"},"physDesc":[{"extent":"Online-Ressource (PDF-Datei: 9 S., 346,79 KB)"}],"recId":"718282434","language":["eng"],"relMultPart":[{"title":[{"title_sort":"SFB 649 discussion paper","title":"SFB 649 discussion paper"}],"part":{"number_sort":["2012042"],"number":["2012,42"]},"titleAlt":[{"title":"Discussion papers"}],"pubHistory":["2005-2018, 001 ; damit Erscheinen eingestellt"],"recId":"493205462","corporate":[{"role":"aut","display":"Sonderforschungsbereich Ökonomisches Risiko","roleDisplay":"VerfasserIn"}],"language":["eng"],"note":["Gesehen am 20.12.24"],"disp":"SFB 649 discussion paper","type":{"bibl":"serial","media":"Online-Ressource"},"id":{"eki":["493205462"],"zdb":["2195055-6"],"issn":["1860-5664"],"hdl":["10419/132"]},"origin":[{"publisherPlace":"Berlin","dateIssuedKey":"2005","publisher":"[Verlag nicht ermittelbar]","dateIssuedDisp":"2005-February 2018"}],"dispAlt":"Sonderforschungsbereich Ökonomisches Risiko: SFB 649 discussion paper","physDesc":[{"extent":"Online-Ressource"}]}],"person":[{"role":"aut","display":"Mammen, Enno","given":"Enno","family":"Mammen"},{"role":"aut","display":"Rothe, Christoph","given":"Christoph","family":"Rothe"},{"display":"Schienle, Melanie","role":"aut","family":"Schienle","given":"Melanie"}],"name":{"displayForm":["Enno Mammen; Christoph Rothe; Melanie Schienle"]},"title":[{"title_sort":"Generated covariates in nonparametric estimation","subtitle":"a short review","title":"Generated covariates in nonparametric estimation"}],"origin":[{"dateIssuedKey":"2012","publisher":"SFB 649, Economic Risk","dateIssuedDisp":"2012","publisherPlace":"Berlin"}],"id":{"eki":["718282434"],"hdl":["10419/79567"]}} 
SRT |a MAMMENENNOGENERATEDC2012 

Ähnliche Einträge