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2005-10-17Buch DOI: 10.18452/3632
Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence
dc.contributor.authorCamlong-Viot, Christine
dc.contributor.authorRodríguez-Póo, Juan M.
dc.contributor.authorVieu, Philippe
dc.date.accessioned2017-06-15T21:37:25Z
dc.date.available2017-06-15T21:37:25Z
dc.date.created2005-10-17
dc.date.issued2005-10-17
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4284
dc.description.abstractThis paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, the method introduced by Linton and Nielsen, based in marginal integration, has became quite popular because both its computational simplicity and the fact that it allows an asymptotic distribution theory. Here, an asymptotic treatment of the marginal integration estimator under different mixtures of continuous-discrete variables is offered, and furthermore, in the semiparametric partially additive setting, an estimator for the parametric part that is consistent and asymptotically efficient is proposed. The estimator is based in minimizing the L2 distance between the additive nonparametric component and its correspondent linear direction. Finally, we present an application to show the feasibility of all methods introduced in the paper.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectsemiparametric modelseng
dc.subjectmarginal integrationeng
dc.subjectAdditive Modelseng
dc.subjectDimension reduction techniqueseng
dc.subjectstrong mixing conditionseng
dc.subject.ddc330 Wirtschaft
dc.titleNonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10050528
dc.identifier.doihttp://dx.doi.org/10.18452/3632
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages21
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2003
local.edoc.container-issue38
local.edoc.container-year2003
local.edoc.container-erstkatid2135319-0

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