Search Results - subject:"Nonparametric regression"

Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise

Gijbels, Irène; Lambert, Alexandre; Qiu, Peihua - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 235-272

Persistent link: https://www.econbiz.de/10005616106

Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation

Heuchenne, Cédric; Keilegom, Ingrid - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 273-297

Persistent link: https://www.econbiz.de/10005616191

A Doubly Robust Censoring Unbiased Transformation

Rubin, Daniel; Laan, Mark van der - In: International Journal of Biostatistics 3 (2007) 1, pp. 1052-1052

We consider random design nonparametric regression when the response variable is subject to right censoring. Following … used for nonparametric regression if either of these two conditional distributions are estimated accurately. Advantages of …

Persistent link: https://www.econbiz.de/10005752611

Regression Discontinuity Design with Covariates

Frölich, Markus - Institute for the Study of Labor (IZA) - 2007

-dimensional nonparametric regression irrespective of the dimension of X. It thus extends the analysis of Hahn, Todd, and van der Klaauw (2001 …

Persistent link: https://www.econbiz.de/10005762088

Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors

Tripathi, Gautam; Severini, Thomas A. - Department of Economics, University of Connecticut - 2007

Consider a nonparametric regression model Y=mu*(X) + e, where the explanatory variables X are endogenous and e …

Persistent link: https://www.econbiz.de/10005838982

Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors

Feng, Yuanhua; Beran, Jan - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2007

Persistent link: https://www.econbiz.de/10005146754

Nonparametric Regression Estimation for Random Fields in a Fixed-Design

Machkouri, Mohamed - In: Statistical Inference for Stochastic Processes 10 (2007) 1, pp. 29-47

Persistent link: https://www.econbiz.de/10005184582

Regression discontinuity design with covariates

Frölich, Markus - School of Economics and Political Science, Universität … - 2007

-dimensional nonparametric regression irrespective of the dimension of X. It thus extends the analysis of Hahn, Todd and van der Klaauw (2001 …

Persistent link: https://www.econbiz.de/10005200689

Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization

Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: Handbook of econometrics : volume 6B, (pp. 5633-5751). 2007

Inverse problems can be described as functional equations where the value of the function is known or easily estimable but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the argument itself is a function. For example, consider a...

Persistent link: https://www.econbiz.de/10014024938

Chapter 74 Implementing Nonparametric and Semiparametric Estimators

Ichimura, Hidehiko; Todd, Petra E. - In: Handbook of econometrics : volume 6B, (pp. 5369-5468). 2007

This chapter reviews recent advances in nonparametric and semiparametric estimation, with an emphasis on applicability to empirical research and on resolving issues that arise in implementation. It considers techniques for estimating densities, conditional mean functions, derivatives of...

Persistent link: https://www.econbiz.de/10014024941