Fan, Yanqin; Ullah, Aman - In: Journal of Multivariate Analysis 71 (1999) 2, pp. 191-240
In this paper, we propose a combined regression estimator by using a parametric estimator and a nonparametric estimator of the regression function. The asymptotic distribution of this estimator is obtained for cases where the parametric regression model is correct, incorrect, and approximately...