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Riesz Estimators

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  • Aliprantis, C. D.
  • Harris, David
  • Tourky, Rabee

Abstract

We consider properties of estimators that can be written as vector lattice (Riesz space) operations. Using techniques widely used in economic theory, we study the approximation properties of these estimators. We also provide two algorithms RIESZVAR(i-ii) for consistent parametric estimation of continuous multivariate piecewise linear functions.

Suggested Citation

  • Aliprantis, C. D. & Harris, David & Tourky, Rabee, 2004. "Riesz Estimators," Purdue University Economics Working Papers 1170, Purdue University, Department of Economics.
    • Handle: RePEc:pur:prukra:1170
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