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Some possible pitfalls of parametric inference (in Russian)

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Author Info
Michael Creel (Universitat Autonoma de Barcelona, Spain)

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Abstract

This essay reviews some of the undesirable things that can occur when parametric models are used without proper concern for checking that they are at least approximately correctly specified. It shows that nonparametric methods can, to a certain extent, avoid these problems.

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File URL: http://quantile.ru/04/04-MC.pdf
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Publisher Info
Article provided by Quantile in its journal Quantile.

Volume (Year): (2008)
Issue (Month): 4 (March)
Pages: 1-6
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Handle: RePEc:qnt:quantl:y:2008:i:4:p:1-6

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Web page: http://quantile.ru/

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This page was last updated on 2009-11-22.

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