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Minimax optimal designs for nonparametric regression : a further optimality property of the uniform distribution
Biedermann, Stefanie; Dette, Holger - 2000
In the common nonparametric regression model y(i) = g(ti) + a (ti) ei , i=1….,n with i.i.d - noise and nonrepeatable design points ti we consider the problem of choosing an optimal design for the estimation of the regression function g. A minimax approach is adopted which searches for designs...
Persistent link: https://www.econbiz.de/10009783011
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Jackknife empirical likelihood
Jing, Bingyi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
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Feasible resampling for nonparametric Kernel estimators
Racine, Jeffrey - In: Journal of quantitative economics : official journal of … 16 (2000) 2, pp. 19-30
Persistent link: https://www.econbiz.de/10001622465
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - In: Applying Kernel and nonparametric estimation to …, (pp. 77-107). 2000
Persistent link: https://www.econbiz.de/10001548525
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410057
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001366231
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On the Finite Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999
. Nonparametric resampling techniques help protect against overly optimistic inference in time series models of unknown structure … benchmark for the relative accuracy of several nonparametric resampling algorithms based on ARMA representations of four …
Persistent link: https://www.econbiz.de/10014198030
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Nonparametric identification and estimation with non-classical errors-in-variables
Evdokimov, Kirill S.; Zeleneev, Andrei - 2024
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and...
Persistent link: https://www.econbiz.de/10014581847
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A simple framework for non-parametric specification testing
Ellison, Glenn; Ellison, Sara Fisher - 1993
Persistent link: https://www.econbiz.de/10000883411
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Parametric and semiparametric estimation of the binary response model of labor market participation
Gerfin, Michael - 1993
Persistent link: https://www.econbiz.de/10000885909