Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Tae-Hwy Lee; Yundong Tu; Aman Ullah
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Tae-hwy ; Tu, Yundong ; Ullah, Aman |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 182.2014, 1, p. 196-210
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| Subject: | Local monotonicity | Bagging | Asymptotic mean squared errors | Second order stochastic dominance | Equity premium prediction | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010497090