Browsing by Author "Rothe, Christoph"

Now showing items 1-4 of 4

2012-06-26Buch

Generated Covariates in Nonparametric Estimation

A Short Review

Mammen, Enno; Rothe, Christoph; Schienle, Melanie

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 ...
2010-12-06Buch

Nonparametric Regression with Nonparametrically Generated Covariates

Mammen, Enno; Rothe, Christoph; Schienle, Melanie

We analyze the properties of non- and semiparametric estimation procedures involving nonparametric regression with generated covariates. Such estimators appear in numerous econometric applications, including nonparametric ...
2011-10-17Buch

Semiparametric Estimation with Generated Covariates

Mammen, Enno; Rothe, Christoph; Schienle, Melanie

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 in nite-dimensional nuisance parameters: a conditional expectation ...
2014-09-03Buch

Semiparametric Estimationwith GeneratedCovariates

Mammen, Enno; Rothe, Christoph; Schienle, Melanie

We study a general class of semiparametric estimators when the infinite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametri- cally using generated covariates. ...