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2012-06-26Diskussionspapier DOI: 10.18452/4415
Generated Covariates in Nonparametric Estimation
dc.contributor.authorMammen, Enno
dc.contributor.authorRothe, Christoph
dc.contributor.authorSchienle, Melanie
dc.date.accessioned2017-06-16T00:41:30Z
dc.date.available2017-06-16T00:41:30Z
dc.date.created2012-08-20
dc.date.issued2012-06-26
dc.date.submitted2012-06-26
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/5067
dc.description.abstractIn 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 review theoretical results on how asymptotic properties of nonparametric estimators differ in the presence of generated covariates from the standard case where all covariates are observed. These results also extend to settings where the focus of interest is on average functionals of the regression function.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectNonparametric estimationeng
dc.subjectgenerated covariateseng
dc.subject.ddc310 Sammlungen allgemeiner Statistiken
dc.subject.ddc330 Wirtschaft
dc.titleGenerated Covariates in Nonparametric Estimation
dc.typeworkingPaper
dc.identifier.urnurn:nbn:de:kobv:11-100203840
dc.identifier.doihttp://dx.doi.org/10.18452/4415
local.edoc.pages12
local.edoc.type-nameDiskussionspapier
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2012
dc.title.subtitleA Short Review
dc.identifier.zdb2195055-6
bua.series.nameSonderforschungsbereich 649: Ökonomisches Risiko
bua.series.issuenumber2012,42

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