The practice of non-parametric estimation by solving inverse problems: the example of transformation models

Frédérique Feve and Jean-Pierre Florens

Econometrics Journal, 2010, vol. 13, issue 3, S1-S27

Abstract: . This model is used as an example to illustrate the practice of the estimation by solving linear functional equations. This paper is specially focused on the data-driven selection of the regularization parameter and of the bandwidths. Simulations experiments illustrate the relevance of this approach. Copyright (C) 2010 The Author(s). The Econometrics Journal (C) 2010 Royal Economic Society

Date: 2010
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Working Paper: The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models (2009)
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