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Local polynomial estimation of nonparametric general estimating equations

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  • Bravo, Francesco

Abstract

This paper investigates estimation of nonparametric general estimating equations. The paper considers estimators based on local polynomial versions of the generalized method of moments and the generalized empirical likelihood approaches, and derives their asymptotic distribution under weak dependency of the observations.

Suggested Citation

  • Bravo, Francesco, 2023. "Local polynomial estimation of nonparametric general estimating equations," Statistics & Probability Letters, Elsevier, vol. 197(C).
    • Handle: RePEc:eee:stapro:v:197:y:2023:i:c:s0167715223000299
    DOI: 10.1016/j.spl.2023.109805
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    References listed on IDEAS

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