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Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin >
Discussion Papers, SFB 373, HU Berlin >
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http://hdl.handle.net/10419/66254
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| Title: | | Estimating covariance matrices using estimating functions in nonparametric and semiparametric regression  |
| Authors: | | Carroll, Raymond J. Iturria, Stephen J. Gutierrez, Roberto G. |
| Issue Date: | | 1997 |
| Series/Report no.: | | Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1997,14 |
| Abstract: | | 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. |
| Subjects: | | Nonparametric regression Estimating Equations Kernel regression Plug-in Semiparametrics Smoothing |
| Persistent Identifier of the first edition: | | urn:nbn:de:kobv:11-10063741 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Discussion Papers, SFB 373, HU Berlin
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