Nonparametric estimation of noisy integral equations of the second kind |
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Authors: | Enno Mammen Kyusang Yu |
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Affiliation: | Department of Economics, University of Mannheim, L 7, 3-5, 68131 Mannheim, Germany |
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Abstract: | In this overview we will show that many statistical estimation problems can be considered as empirical solutions of noisy integral equations of the second kind. We illustrate this by giving a series of examples and we will discuss a general nonparametric approach based on plugging-in nonparametric estimates of the integral kernel and of the intercept of the integral equation. |
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