Questions tagged [sieve-estimator]
A nonparametric estimator that generalizes many nonparametric methods like series, nonparametric maximum likelihood, and even neural networks.
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How to test whether a nonparametric function is equal to 0?
There is an unknown function $h(x)=E(Y|X=x)$ which I estimated with a nonparametric series estimator (also called sieve estimator) $\widehat{h}(x)$ using data $\{Y_i,X_i\}_{i=1}^n$. I'm interested in ...
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What is the difference between sieve estimation and structural risk minimization?
I was wondering if you could help me out. I am quite confused about the difference between sieve estimators (Ulf Grenander) and structural risk minimization (SRM) (Vladimir Vapnik). Could anyone give ...
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Book on the Method of Sieves
I am seeking recommendations for a good book on the method of sieves, with clear explanations of its differences to the method of kernel, its statistical properties as well as its application.
The ...