Hamilton, Scott A.; Truong, Young K. - In: Journal of Multivariate Analysis 60 (1997) 1, pp. 1-19
Let (X, B, Y) denote a random vector such thatBandYare real-valued, andX[set membership, variant]2. Local linear estimates are used in the partial regression method for estimating the regression functionE(Y|X, B)=[alpha]B+m(X), where[alpha]is an unknown parameter, andm(·) is a smooth...