Charalambos D Aliprantis, David Harris, Rabee Tourky
JOURNAL OF ECONOMETRICS | ELSEVIER SCIENCE SA | Published : 2007
We consider properties of estimators that can be written as vector lattice (Riesz space) operations. Using techniques widely used in economic theory and functional analysis, we study the approximation properties of these estimators paying special attention to additive models. We also provide two algorithms RIESZVAR(i-ii) for the consistent parametric estimation of continuous multivariate piecewise linear functions. © 2005 Elsevier B.V. All rights reserved.