Showing 1 - 10 of 34
Stuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the need for devices such as second derivative...
Persistent link: https://www.econbiz.de/10010310781
Stuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the need for devices such as second derivative...
Persistent link: https://www.econbiz.de/10010983807
Persistent link: https://www.econbiz.de/10008552388
Persistent link: https://www.econbiz.de/10005616191
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 When this happens, conventional parametric and nonparametric regression techniques are no longer valid.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...
Persistent link: https://www.econbiz.de/10010310815
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 When this happens, conventional parametric and nonparametric regression techniques are no longer valid.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...
Persistent link: https://www.econbiz.de/10010956490
<Para ID="Par1">This paper is concerned about robust comparison of two regression curves. Most of the procedures in the literature are least-squares-based methods with local polynomial approximation to nonparametric regression. However, the efficiency of these methods is adversely affected by outlying...</para>
Persistent link: https://www.econbiz.de/10011240917
Persistent link: https://www.econbiz.de/10012022136
Persistent link: https://www.econbiz.de/10008925566
We consider theoretical bootstrap coupling techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of coupling bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10010331127