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A nonparametric test of the non-convexity of regression

Diack, Cheikh A. T.; Thomas-Agnan, Christine - 1998

This paper proposes a nonparametric test of the non-convexity of a smooth regression function based on least squares or …

Persistent link: https://www.econbiz.de/10009578020

Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part

Liang, Hua - 1997

We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT β + g(T) when the T's are measured with additive error. We derive an estimator of β by modification local-likelihood method. The resulting estimator of β is shown to be asymptotically...

Persistent link: https://www.econbiz.de/10009657894

Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models

Liang, Hua; Härdle, Wolfgang; Werwatz, Axel - 1997

Persistent link: https://www.econbiz.de/10009659060

Does male age have an influence on the risk of spontaneous abortion? : an approach combining semiparametric and parametric regression

Slama, Rémy; Werwatz, Axel; Boutou, Odile; Ducot, Béatrice - 2002

regression and generalised partial linear models, a class of semiparametric regression models. Our final random effect logistic … regression model predicted that, among women aged 25 years, the odds-ratio (OR) of spontaneous abortion associated with the male …

Persistent link: https://www.econbiz.de/10009621414

Smoothed influence function : another view at robust nonparametric regression

Tamine, Julien - 2001

Nadaraya-Watson estimator of regression. Then we show that the M, the L and the R-estimators of the regression achieve … ; nonparametric regression ; influence function ; M-estimator ; L-estimator ; R-estimator ; Von-mises statistical functional …

Persistent link: https://www.econbiz.de/10009626684

Consistency of a least squares orthonormal series estimator for a regression function

Delecroix, Michel; Protopopescu, Camelia - 2000

This paper establishes the almost. sure consistency of least. squares regression series estimators, in the L2-norm and …. case, the best. possible convergence rate is attained. -- nonparametric regression ; orthonormal series estimators ; least …

Persistent link: https://www.econbiz.de/10009582391

Nonparametric estimation of additive models with homogeneous components

Härdle, Wolfgang; Kim, Woocheol; Tripathi, Gautam - 2000

The importance of homogeneity as a restriction on functional forms has been well recognized in economic theory. Imposing additive separability is also quite popular since many economics models become easier to interpret and estimate when the explanatory variables are additively separable. In...

Persistent link: https://www.econbiz.de/10009583874

Nonparametric estimation of homogeneous function

Tripathi, Gautam; Kim, Woocheol - 2000

Consider the regression y = f(x) + e ' where E (e | x) = 0 and the exact functional form of f is unknown, although we …

Persistent link: https://www.econbiz.de/10009612038

A nonparametric regression estimator that adapts to error distribution of unknown form

Linton, Oliver; Xiao, Zhijie - 2001

We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error … score function obtained from the residuals of a preliminary nonparametric regression. We show that our estimator is … ; Nonparametrie Regression …

Persistent link: https://www.econbiz.de/10009613602

Nonparametric estimation via local estimating equations, with applications to nutrition calibration

Carroll, Raymond J.; Ruppert, David; Welsh, A. H. - 1997

include local polynomial regression for generalized linear models, robust local regression, and local transformations in a … Regression ; Nonlinear Regression ; Bandwidth Selection ; Sandwich Estimation ; Missing Data ; Logistic Regression ; Asymptotic …

Persistent link: https://www.econbiz.de/10009631744

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