estimation method to estimate the single-index model without under-smoothing. Under some conditions, our estimator of the single … estimator and use them to define an optimal bandwidth for the purposes of index estimation. As a result we obtain a practically …

but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the … the estimator. Integral equations of the first kind appear, for example, in the generalized method of moments when the …

estimation method to estimate the single-index model without under-smoothing. Under some conditions, our estimator of the single … estimator and use them to define an optimal bandwidth for the purposes of index estimation. As a result we obtain a practically …

nonparametrically by using the ratio of the risk-neutral density estimator and the subjective density estimator. The risk …-neutral density is approximated by a weighted kernel density estimator with varying unknown weights for different observations, and … the subjective density is approximated by a kernel density estimator with equal weights. We represent the European call …

-neutral density estimator and the subjective density estimator. The former density can be represented as the second derivative w …

binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions. Our results are for …

-neutral density estimator and the subjective density estimator. The former density can be represented as the second derivative w …