Optimal model averaging of mixed-data kernel-weighted spline regressions
Jeffrey S. Racine, Qi Li, Dalei Yu, and Li Zheng
| Year of publication: |
2023
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|---|---|
| Authors: | Racine, Jeffrey ; Li, Qi ; Yu, Dalei ; Zheng, Li |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 4, p. 1251-1261
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| Subject: | Categorical covariates | Cross-validation | Frequentist estimation | Nonparametric estimation | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Nichtparametrische Schätzung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2118126 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448627