Optimal weights for general L2 distance estimators

Vincent N. Lariccia

Statistics & Probability Letters, 1984, vol. 2, issue 3, 169-173

Abstract: Minimum L2 distance parameter estimators based upon a general nonparametric estimator of a function are defined. Their asymptotic distribution theory is then derived, with special attention given to the development of a technique for determining the optimal weight function.

Keywords: asymptotic; normality; minimum; distance; estimators; optimal; weight; function; reproducing; kernel; Hilbert; space (search for similar items in EconPapers)
Date: 1984
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