On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
| Year of publication: |
2011
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|---|---|
| Authors: | Luati, Alessandra ; Proietti, Tommaso |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 4, p. 851-871
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| Publisher: |
Springer |
| Subject: | Epanechnikov kernel | Local polynomial regression | Non-invertible moving average processes |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149888