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regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence …
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We consider the problem of estimating quantile regression coefficients in errors-in-variables models. When the error … unknown, the regression quantile estimates based on orthogonal residuals are shown to be consistent and asymptotically normal …. -- semiparametric model ; Kernel ; linear regression ; errors-in-variables ; regression quantile …
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The problem of estimation of the finite dimensional parameter in a partial linear model is considered. We derive upper and lower bounds for the second minimax order risk and show that the second order minimax estimator is a penalized maximum likelihood estimator. It is well known that the...
Persistent link: https://www.econbiz.de/10009661017
Optimal bandwidths for local polynomial regression usually involve functionals of the derivatives of the unknown … regression function. In the multivariate case, estimates of these functionals are not readily available, primarily because … local quadratic regression with cross terms left out. This estimator has the optimal rate of convergence but is simpler and …
Persistent link: https://www.econbiz.de/10009661018
for the production function is discussed. -- Nonparametric Regression ; Additive Models ; Testing Additivity ; Derivative …
Persistent link: https://www.econbiz.de/10009574875
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This methodological paper discusses the application of "adaptive" non-parametric procedures for estimating regression …
Persistent link: https://www.econbiz.de/10009577458