Composite estimation: An asymptotically weighted least squares approach

Keyphrases

• Initial Estimator 100%
• Composite Estimator 100%
• Weighted Least Square Method 100%
• Theoretical Properties 33%
• Linear Regression 33%
• Model-independent 33%
• Quantile Regression 33%
• Finite Sample 33%
• Blockwise Empirical Likelihood 33%
• Pro Forma 33%
• Nonparametric Kernel Density Estimation 33%
• Weighted Least Squares Estimator 33%
• Likelihood Estimation 33%
• Generic Rules 33%

Mathematics

• Variance 100%
• Asymptotics 100%
• Weighted Least Squares 100%
• Real Data 50%
• Linear Regression Analysis 50%
• Quantile Regression 50%
• Empirical Likelihood 50%
• Least Square Estimation 50%
• Sample Situation 50%