Nonparametric estimation of noisy integral equations of the second kind

被引：9
|
作者：
Mammen, Enno [1 ]
Yu, Kyusang [1 ]
机构：
[1] Univ Mannheim, Dept Econ, D-68131 Mannheim, Germany
来源：
JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2009年 / 38卷 / 02期
关键词：
Linear equation of second kind; Additive regression; Plug-in estimators; Dynamic semiparametric factor models; Semiparametric GARCH models; Generalized additive models; Additive quantile regression; KERNEL SMOOTHING METHODS; ADDITIVE-MODELS; REGRESSION-MODELS; INVERSE PROBLEMS; SURFACE;
D O I：
10.1016/j.jkss.2008.11.001
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.
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页码：99 / 110
页数：12
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