Search Results - subject:"Local polynomial"

Model-calibration estimation of the distribution function using nonparametric regression

Rueda, M.; Sánchez-Borrego, I.; Arcos, A.; Martínez, S. - In: Metrika 71 (2010) 1, pp. 33-44

Persistent link: https://www.econbiz.de/10008467024

Finding local departures from a parametric model using nonparametric regression

Opsomer, J.; Francisco-Fernández, M. - In: Statistical Papers 51 (2010) 1, pp. 69-84

Persistent link: https://www.econbiz.de/10008467067

Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors

Shintani, Mototsugu; Linton, Oliver - Vanderbilt University Department of Economics - 2001

A positive Lyapunov exponent is one practical definition of chaos. We develop a formal test for chaos in a noisy system based on the consistent standard errors of the nonparametric Lyapunov exponent estimators. When our procedures are applied to international real output series, the hypothesis...

Persistent link: https://www.econbiz.de/10005178566

A predictive estimator of finite population mean using nonparametric regression

Rueda, M.; Sánchez-Borrego, I. - In: Computational Statistics 24 (2009) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10005390521

Uniform Bias Study and Bahadur Representation for Local Polynomial Estimators of the Conditional Quantile Function

Guerre, Emmanuel; Sabbah, Camille - School of Economics and Finance, Queen Mary - 2009

This paper investigates the bias and the Bahadur representation of a local polynomial estimator of the conditional … level, the covariates and the smoothing parameter. The order of the local polynomial estimator can be higher that the … the local polynomial quantile estimator, performance of random bandwidths and estimation of the conditional quantile …

Persistent link: https://www.econbiz.de/10004998426

Two tests for heteroscedasticity in nonparametric regression

Francisco-Fernández, Mario; Vilar-Fernández, Juan - In: Computational Statistics 24 (2009) 1, pp. 145-163

Persistent link: https://www.econbiz.de/10005613215

Robust estimation of multivariate regression model

Li, Jiantao; Zheng, Min - In: Statistical Papers 50 (2009) 1, pp. 81-100

Persistent link: https://www.econbiz.de/10005615795

Asymptotic properties of local polynomial regression with missing data and correlated errors

Pérez-González, A.; Vilar-Fernández, J.; … - In: Annals of the Institute of Statistical Mathematics 61 (2009) 1, pp. 85-109

Persistent link: https://www.econbiz.de/10005616163

Nonparametric estimation of generalized impulse response function

Tschernig, Rolf; Yang, Lijian - 2000

A local linear estimator of generalized impulse response (GIR) functions for nonlinear conditional heteroskedastic autoregressive processes is derived and shown to be asymptotically normal. A plug-in bandwidth is obtained that minimizes the asymptotical mean squared error of the GIR estimator. A...

Persistent link: https://www.econbiz.de/10010310235

Nonparametric estimation of ratios of noise to signal in stochastic regression

Tong, Howell; Yao, Qiwei - London School of Economics (LSE) - 2000

In this paper, we study three different types of estimates for the noise-to signal ratios in a general stochastic regression setup. The locally linear and locally quadratic regression estimators serve as the building blocks in our approach. Under the assumption that the observations are strictly...

Persistent link: https://www.econbiz.de/10011126613