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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence …
Persistent link: https://www.econbiz.de/10009627286
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Regression quantiles with errors-in-variables
Ioannides, D. A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916755
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Asymptotic properties of model selection procedures in linear regression
Droge, Bernd (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919491
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A model specification test
Bartels, Knut - 1998
asymptotic distribution is derived and shown to be approximated by a bootstrap procedure. -- bootstrap ; nonlinear regression …
Persistent link: https://www.econbiz.de/10009578557
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
; Geometric Mixing ; Local Polynomial Regression ; Marginal Integration ; Multiplicative Volatility ; Stationary Probability …
Persistent link: https://www.econbiz.de/10009578559
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Additive and generalized additive models : a survey
Schimek, Michael G.; Turlach, Berwin A. - 1998
This paper is the attempt to summarize the state of art in additive and generalized additive models (GAM). The emphasis is on approaches and numerical procedures which have emerged since the monograph of Hastie and Tibshirani (1990) although reconsidering certain aspects of their work. Apart...
Persistent link: https://www.econbiz.de/10009578569
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Semiparametric additive indices for binary response and generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - 1998
Models are studied where the response Y and covariates X, T are assumed to fulfill E(Y|X; T) = G{XT β + α + m1(T1) + … + md(Td)}. Here G is a known (link) function, β is an unknown parameter, and m1, …, md are unknown functions. In particular, we consider additive binary response models...
Persistent link: https://www.econbiz.de/10009578571
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An equality test across nonparametric regressions
Lavergne, Pascal - 1998 - Rev.
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
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Reappraising medfly longevity : a quantile regression survival analysis
Koenker, Roger; Geling, Olga - 1999
-specific mortality in a population of roughly 1.2 million Mediterranean fruit flies (Ceratitis Capitata). The quantile regression …Chaudhuri, Doksum and Samarov (1997) have recently stressed the usefulness of the quantile regression formulation for … survival analysis and for transformation models, more generally. In this paper, we explore the use of quantile regression in …
Persistent link: https://www.econbiz.de/10009580464
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A simple variable selection technique for nonlinear models
Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf - 1999
Applying nonparametric variable selection criteria in nonlinear regression models generally requires a substantial … without problems. -- nonlinear regression ; Autoregression ; nonlinear time series ; nonparametric variable selection ; time …
Persistent link: https://www.econbiz.de/10009580488