Title

Weighted Minimum Mean-Square Distance from Independence Estimation

Document Type

Discussion Paper

Publication Date

1-1-2001

CFDP Number

1288

CFDP Pages

31

Abstract

In this paper we introduce a family of semi-parametric estimators, suggested by Manski’s minimum mean-square distance from independence estimator. We establish the strong consistency, asymptotic normality and consistency of bootstrap estimates of the sampling distribution and the asymptotic variance of these estimators.

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