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A Note on Adaptive Estimation Author info | Abstract | Publisher info | Download info | Related research | Statistics Douglas Steigerwald (University of California, Santa Barbara)
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An adaptive estimator is an efficient estimator for a model that is only partially specified.
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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 2006Date of revision:
Handle: RePEc:cdl:ucsbec:04-06Note: oai:cdlib1:Contact details of provider: Postal: 2127 North Hall, Santa Barbara, CA 93106-9210 Phone: (805) 893-3670 Fax: (805) 893-8830 Web page: http://repositories.cdlib.org/ucsbecon/dwp/ More information through EDIRC
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Keywords: adaptive estimation ; semiparametric ; efficient ; References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
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)
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)
Other versions: 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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This page was last updated on 2009-10-20.
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