Ozabaci, Deniz; Henderson, Daniel J.; Su, Liangjun - In: Journal of Business & Economic Statistics 32 (2014) 4, pp. 555-575
In this article we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient, and free from the curse of dimensionality. Monte...