Local polynomial estimation of nonparametric general estimating equations

Francesco Bravo

Statistics & Probability Letters, 2023, vol. 197, issue C

Abstract: This paper investigates estimation of nonparametric general estimating equations. The paper considers estimators based on local polynomial versions of the generalized method of moments and the generalized empirical likelihood approaches, and derives their asymptotic distribution under weak dependency of the observations.

Keywords: α-mixing; Estimating equations; Local polynomial estimation (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2023.109805

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