Showing 1 - 10 of 15,108
Persistent link: https://www.econbiz.de/10000168636
Persistent link: https://www.econbiz.de/10003410479
Persistent link: https://www.econbiz.de/10003483262
Persistent link: https://www.econbiz.de/10003448656
Persistent link: https://www.econbiz.de/10003973958
asymptotic normality. Simulation evidence strongly corroborates with the asymptotic theory. -- Bandwidths ; B spline ; knots …
Persistent link: https://www.econbiz.de/10008905999
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xβ + f + Both estimators are analysed and compared in the sense of mean-squared error. We consider the case of independent...
Persistent link: https://www.econbiz.de/10008906011
Persistent link: https://www.econbiz.de/10003950520
In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf) for residuals. It is known that the approximation error...
Persistent link: https://www.econbiz.de/10003952788
Persistent link: https://www.econbiz.de/10003502917