Search Results - subject:"Nonparametric regression"

Estimation in an additive model when the components are linked parametrically

Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - 1999

Motivated by a nonparametric GARCH model we consider nonparametric additive regression and autoregression models in the special case that the additive components are linked parametrically. We show that the parameter can be estimated with parametric rate and give the normal limit. Our procedure...

Persistent link: https://www.econbiz.de/10010310054

Local linear smoothers using asymmetric kernels

Chen, Song Xi - 1999

This paper considers using asymmetric kernels in local linear smoothing to estimate a regression curve with bounded support. The asymmetric kernels are either beta kernels if the curve has a compact support or gamma kernels if the curve is bounded from one end only. While possessing the standard...

Persistent link: https://www.econbiz.de/10010310065

Estimation in an additive model when the components are linked parametrically

Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - Sonderforschungsbereich 373, Quantifikation und … - 1999

Persistent link: https://www.econbiz.de/10010983568

Local linear smoothers using asymmetric kernels

Chen, Song Xi - Sonderforschungsbereich 373, Quantifikation und … - 1999

Persistent link: https://www.econbiz.de/10010956531

The existence and asymptotic properties of a backfitting projection algorithm under weak conditions

Linton, Oliver; Mammen, E.; Nielsen, J. - London School of Economics (LSE) - 1999

to a nonparametric regression function. The procedure employs a recent projection interpretation of popular kernel …

Persistent link: https://www.econbiz.de/10010746685

Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data

Giles, David E. A.; Johnson, Betty J. - Department of Economics, University of Victoria - 1999

We use nonparametric regression analysis to investigate the relationship between the effective tax rate and the …

Persistent link: https://www.econbiz.de/10005800933

Local polynomial fitting with long-memory, short-memory and antipersistent errors

Beran, Jan; Feng, Yuanhua - 1999

Nonparametric regression with long-range and antipersistent errors is considered. Local polynomial smoothing is … (with a fractional differencing parameter 0 < d < 1/2), nonparametric regression estimators converge at a slower rate than …/2 < d < 0), the convergence rate of a nonparametric regression estimator is faster than for uncorrelated or short …

Persistent link: https://www.econbiz.de/10011544738

Nonparametric regression with serially correlated errors

Gooijer, Jan G. de; Gannoun, Ali; Larramendy, Irène - 1999

Motivated by the problem of setting prediction intervals in time seriesanalysis, this investigation is concerned with recovering a regression functionm(X_t) on the basis of noisy observations taking at random design pointsX_t.It is presumed that the corresponding observations are corrupted by...

Persistent link: https://www.econbiz.de/10011302141

Sequential fixed-width confidence bands for kernel regression estimation

Dharmasena, S; De Silva, B; Zeephongsekul, P - 2008

Nadaraya-Watson and local linear kernel esti- mators of nonparametric regression with data-driven bandwidths. The sample size …

Persistent link: https://www.econbiz.de/10009481589

An algorithm for the estimation of a regression function by continuous piecewise linear functions

Bagirov, Adil; Clausen, Conny; Kohler, Michael - 2008

The problem of the estimation of a regression function by continuous piecewise linear functions is formulated as a nonconvex, nonsmooth optimization problem. Estimates are defined by minimization of the empirical L 2 risk over a class of functions, which are defined as maxima of minima of linear...

Persistent link: https://www.econbiz.de/10009484640