Rejoinder: Nonparametric estimation of noisy integral equations of the second kind

被引:0
作者
Mammen, Enno [1 ]
Yu, Kyusang [1 ]
机构
[1] Univ Mannheim, Dept Econ, D-68131 Mannheim, Germany
关键词
primary 62G05; secondary 45A05; Linear equation of second kind; Additive regression; Plug-in estimators; Dynamic semiparametric factor models; Semiparametric GARCH models; Generalized additive models; Additive quantile regression;
D O I
10.1016/j.jkss.2009.03.001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this overview we will show that many statistical estimation problems can be considered as empirical Solutions of noisy integral equations of the second kind. We illustrate this by giving a series of examples and we will discuss a general nonparametric approach based on plugging-in nonparametric estimates of the integral kernel and of the intercept of the integral equation. (c) 2008 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:123 / 124
页数:2
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