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The practice of non-parametric estimation by solving inverse problems: the example of transformation models

  • Frédérique Fève
  • Jean-Pierre Florens

. This model is used as an example to illustrate the practice of the estimation by solving linear functional equations. This paper is specially focused on the data-driven selection of the regularization parameter and of the bandwidths. Simulations experiments illustrate the relevance of this approach. Copyright (C) 2010 The Author(s). The Econometrics Journal (C) 2010 Royal Economic Society

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1368-423X.2010.00314.x
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Article provided by Royal Economic Society in its journal Econometrics Journal.

Volume (Year): 13 (2010)
Issue (Month): 3 (October)
Pages: S1-S27

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Handle: RePEc:ect:emjrnl:v:13:y:2010:i:3:p:s1-s27
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