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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
In many regression applications both the independent and dependent variables are measured with error. When this happens …, conventional parametric and nonparametric regression techniques are no longer valid. We consider two different nonparametric … techniques, regression splines and kernel estimation, of which both can be used in the presence of measurement error. Within the …
Persistent link: https://www.econbiz.de/10009631749
Persistent link: https://www.econbiz.de/10009581095
general test of significance for qualitative variables in a nonparametric regression. In the case of a fixed C, our procedure … all alternatives. We study its small sample behavior through Monte-Carlo simulations. -- Nonparametric regression …
Persistent link: https://www.econbiz.de/10009578576
We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression … likelihood method is developed. It is shown that when missing responses are imputed using the semiparametric regression method …
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 …
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 … procedure for the additive component of the regression function , less sensitive to possible outliers in the sample. Our …
Persistent link: https://www.econbiz.de/10009627283
bonds ; forward curve ; Hilbert space ; local linear ; nonparametric regression ; Yield curve …
Persistent link: https://www.econbiz.de/10009580489
This paper considers using asymmetric kernels in local linear smoothing to estimate a regression curve with bounded …. These are due to their flexible kernel shape and the support of the kernel matching the support of the regression curve …. -- nonparametric regression ; Beta kernels ; Gamma kernels ; local linear smoother ; Sparse region …
Persistent link: https://www.econbiz.de/10009582406
In the semiparametric additive hazard regression model of McKeague and Sasieni (1994), the hazard contributions of some … changing hazard contributions. -- survival analysis ; Aalen model ; hazard regression ; lack-of-fit ; confidence bands …
Persistent link: https://www.econbiz.de/10009582408