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Title:Estimating covariance matrices using estimating functions in nonparametric and semiparametric regression PDF Logo
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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