基于k近邻方法的部分线性模型的根n一致半参数估计

Root-n-consistent semiparametric estimation of partially linear models based on k-nn method

Econometric Reviews · 1997
被引 10
人大 A-ABS 3

中文导读

研究了Robinson(1988)的部分线性半参数模型,证明使用k近邻方法也能得到与核方法和级数方法相同的根n一致估计结果。

Abstract

In the context of the partially linear semiparametric model examined by Robinson (1988), we show that root-n-consisten estimation results established using kernel and series methods can also be obtained by using k-nearest-neighbor (k-nn) method.

部分线性模型半参数估计k近邻方法根n相合性