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文章基本信息

  • 标题:Weighted Minimum Mean-Square Distance from Independence Estimation"
  • 本地全文:下载
  • 作者:Donald J. Brown ; Marten H. Wegkamp
  • 期刊名称:COWLES Foundation Discussion Paper / Cowles Foundation for Research in Economics
  • 出版年度:2001
  • 卷号:2001
  • 期号:1
  • 出版社:Yale University
  • 摘要:In this paper we introduce a family of semi-parametric estimators, suggested by Manski's minimum mean-square distance from independence estimator. We establish the strong consistency, asymptotic normality and consistency of bootstrap estimates of the sampling distribution and the asymptotic variance of these estimators.
  • 关键词:Semiparametric estimation; simultaneous equations models; empirical processes; extremum estimators
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