Arbeitspapier
Estimating covariance matrices using estimating functions in nonparametric and semiparametric regression
We use ideas from estimating function theory to derive new, simply computed consistent covariance matrix estimates in nonparametric regression and in a class of semiparametric problems. Unlike other estimates in the literature, ours do not require auxiliary or additional nonparametric regressions.
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 1997,14
- Classification
-
Wirtschaft
- Subject
-
Nonparametric regression
Estimating Equations
Kernel regression
Plug-in Semiparametrics
Smoothing
- Event
-
Geistige Schöpfung
- (who)
-
Carroll, Raymond J.
Iturria, Stephen J.
Gutierrez, Roberto G.
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
1997
- Handle
- URN
-
urn:nbn:de:kobv:11-10063741
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Carroll, Raymond J.
- Iturria, Stephen J.
- Gutierrez, Roberto G.
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 1997
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