Carroll, Raymond J.; Iturria, Stephen J.; Gutierrez, … - Sonderforschungsbereich 373, Quantifikation und … - 1997
We use ideas from estimating function theory to derive new, simply computed consistent covariance matrix estimates in nonparametric regression and in a class of semiparametric problems. Unlike other estimates in the literature, ours do not require auxiliary or additional nonparametric regressions.
