Return
Riesz estimators
DOI:10.1016/j.jeconom.2005.11.005.png)
Abstract
En 中文
We consider properties of estimators that can be written as vector lattice (Riesz space) operations. Using techniques widely used in economic theory and functional analysis, we study the approximation properties of these estimators paying special attention to additive models. We also provide two algorithms RIES ZVAR (i - ii) for the consistent parametric estimation of continuous multivariate piecewise linear functions. (c) 2005 Elsevier B.V. All rights reserved.
Keywords:
Riesz estimators
multivariate continuous piecewise linear regression
additive regression
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
IF:
4
Papers:
5.2K
Citations:
3.0W
Organization
No organization information available

