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We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator and an empirical likelihood based one for the mean of the response variable are defined. Both the estimators are proved to be asymptotically normal, with...
Persistent link: https://www.econbiz.de/10009620774
Additive modelling has been widely used in nonparametric regression to circumvent the "curse of dimensionality", by reducing the problem of estimating a multivariate regression function to the estimation of its univariate components. Estimation of these univariate functions, however, can suffer...
Persistent link: https://www.econbiz.de/10009626746
Additive modelling is known to be useful for multivariate nonparametric regression as it reduces the complexity of problem to the level of univariate regression. This usefulness could be compromised if the data set was contaminated by outliers whose detection and removal are particularly...
Persistent link: https://www.econbiz.de/10009627283
Statistics is often difficult for students, since it requires coordination of quantitative and graphical insights with mathematical ability. Furthermore, ever-increasing special knowledge of statistics is demanded, since data of increasing complexity and size need to be understood and analyzed....
Persistent link: https://www.econbiz.de/10009581096
Newly developed and advanced methods for nonlinear time series analysis are in general not available in standard software packages. Moreover, their implementation requires substantial time, computing power as well as programming skills. The recent results on lag and bandwidth selection methods...
Persistent link: https://www.econbiz.de/10009582397