返回
Regression towards the mode
DOI:10.1016/j.jeconom.2012.03.002.png)
摘要
En 中文
We propose a semi-parametric mode regression estimator for the case in which the dependent variable has a continuous conditional density with a well-defined global mode. The estimator is semi-parametric in that the conditional mode is specified as a parametric function, but only mild assumptions are made about the nature of the conditional density of interest. We show that the proposed estimator is consistent and has a tractable asymptotic distribution. (c) 2012 Elsevier B.V. All rights reserved.
Keyword:
Conditional mode
Density estimation
Normal kernel
Robust regression
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
4
论文数:
5.2K
被引数:
3.0W
机构
引用论文
Instrumental variable treatment of nonclassical measurement error models非经典测量误差模型的工具变量处理
ECONOMETRICA
IF7.1

