A Note on Adaptive Estimation
AbstractAn adaptive estimator is an efficient estimator for a model that is only partially specified.
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Bibliographic InfoPaper provided by Department of Economics, UC Santa Barbara in its series University of California at Santa Barbara, Economics Working Paper Series with number qt94v9g27p.
Date of creation: 24 Apr 2006
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adaptive estimation; semiparametric; efficient;
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- Steigerwald, Douglas G., 1992. "On the finite sample behavior of adaptive estimators," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 371-400.
- Newey, Whitney K., 1988. "Adaptive estimation of regression models via moment restrictions," Journal of Econometrics, Elsevier, vol. 38(3), pages 301-339, July.
- 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.
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