semiparametric kernel based regression model. To this end we consider Rissanen's minimum description length (MDL) principle. We prove … bivariate nonlinear regression models. …

quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable …

We propose and study a class of regression models, in which the mean function is specified parametrically as in the … existing regression methods, but the residual distribution is modeled nonparametrically by a kernel estimator, without imposing … any assumption on its distribution. This specification is different from the existing semiparametric regression models …

Regression analyses of cross-country economic growth data are complicated by two main forms of model uncertainty: the … uncertainty in selecting explanatory variables and the uncertainty in specifying the functional form of the regression function …