论文检索

局部估计方程AI 解读

Estimating equations have found wide popularity recently in parametric problems, yielding consistent estimators with asymptotically valid inferences obtained via the sandwich formula. Motivated by a problem in nutritional epidemiology, we use estimating equations to derive nonparametric estimators of a “parameter” depending on a predictor. The nonparametric component is estimated via local polynomials with loess or kernel weighting; asymptotic theory is derived for the…

矩展开与最小距离估计的稳健性AI 解读

This paper explores the robustness of minimum distance (GMM) estimators focusing particularly on the effect of intermediate covariance matrix estimation on final estimator performance. Asymptotic expansions to order O p ( n −3/2 ) are employed to construct O ( n −2 ) expansions for the variance of estimators constructed from preliminary least-squares and general M -estimators. In the former case, there is a rather curious robustifying effect due to estimation of the…