Efficient two-step estimation via targeting

E cient Two-Step Estimation via Targeting

The standard description of two-step extremum estimation amounts to plugging in a first step estimator of nuisance parameters in order to simplify the optimization problem and then to deduce a user friendly estimator for the parameters of interest. This two-step procedure often induces an e ciency loss with respect to estimation of the parameters of interest. In this paper, we consider a more g...

Oracally Efficient Two-Step Estimation of Generalized Additive Model

Oracally Efficient Two-Step Estimation of Generalized Additive Model Rong Liu a b , Lijian Yang a c & Wolfgang K. Härdle d a Center for Advanced Statistics and Econometrics Research , Soochow University , China b Department of Mathematics and Statistics , University of Toledo , Toledo , OH , 43606 c Department of Statistics and Probability , Michigan State University , East Lansing , MI , 48824...

Oracally efficient two-step estimation for additive regression

On Some Two-step Density Estimation Method

We introduce a new two-step kernel density estimation method, based on the EM algorithm and the generalized kernel density estimator. The accuracy obtained is better in particular, in the case of multimodal or skewed densities.

Gold-catalyzed efficient synthesis of azepan-4-ones via a two-step [5 + 2] annulation.

A surprisingly efficient synthesis of azepan-4-ones via a two-step [5 + 2] annulation is developed. This reaction involves a key gold catalysis and shows generally high regioselectivities and good to excellent diastereoselectivities.