Chapter 38 Applied nonparametric methods

We review different approaches to nonparametric density and regression estimation. Kernel estimators are motivated from local averaging and solving ill-posed problems. Kernel estimators are compared to k-NN estimators, orthogonal series and splines. Pointwise and uniform confidence bands are described, and the choice of smoothing parameter is discussed. Finally, the method is applied to nonparametric prediction of time series and to semiparametric estimation.

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Year of publication:	1994
Authors:	Härdle, Wolfgang ; Linton, Oliver
Published in:	Handbook of econometrics : volume 4. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-444-88766-5. - 1994, p. 2295-2339
Subject:	Theorie \| Theory \| Ökonometrie \| Econometrics

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Type of publication:	Article
Language:	English
Other identifiers:	10.1016/S1573-4412(05)80007-8 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014024970