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A Note on Adaptive Estimation

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Author Info
Douglas Steigerwald (University of California, Santa Barbara)

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Abstract

An adaptive estimator is an efficient estimator for a model that is only partially specified.

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File URL: http://repositories.cdlib.org/cgi/viewcontent.cgi?article=1201&context=ucsbecon
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Publisher Info
Paper provided by Department of Economics, UC Santa Barbara in its series University of California at Santa Barbara, Economics Working Paper Series with number 04-06.

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Date of creation: 24 Apr 2006
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Handle: RePEc:cdl:ucsbec:04-06

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Related research
Keywords: adaptive estimation; semiparametric; efficient;

References listed on IDEAS
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  1. Newey, Whitney K., 1988. "Adaptive estimation of regression models via moment restrictions," Journal of Econometrics, Elsevier, vol. 38(3), pages 301-339, July. [Downloadable!] (restricted)
  2. Steigerwald, Douglas G., 1992. "On the finite sample behavior of adaptive estimators," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 371-400. [Downloadable!] (restricted)
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  3. Chicken, Eric & Cai, T. Tony, 2005. "Block thresholding for density estimation: local and global adaptivity," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 76-106, July. [Downloadable!] (restricted)
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Statistics
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This page was last updated on 2009-10-20.


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