Search Results - subject:"Nonparametric regression"

Functional nonparametric model for time series: a fractal approach for dimension reduction

Ferraty, Frédéric; Goia, Aldo; Vieu, Philippe - In: TEST: An Official Journal of the Spanish Society of … 11 (2002) 2, pp. 317-344

Persistent link: https://www.econbiz.de/10005166825

Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors

Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1989

errors. The results apply to model selection problems in linear regression and to nonparametric regression estimation via …

Persistent link: https://www.econbiz.de/10005634704

Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality

Andrews, Donald W.K.; Whang, Yoon-Jae - Cowles Foundation for Research in Economics, Yale University - 1989

place more restrictions on the regression function, however, than do fully nonparametric regression models. By doing so …, they attempt to circumvent the curse of dimensionality that afflicts the estimation of fully nonparametric regression …This paper considers series estimators of additive interactive regression (AIR) models. AIR models are nonparametric …

Persistent link: https://www.econbiz.de/10005634728

Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation

Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1989

estimation of parameters (e.g., regression based on residuals), and nonparametric regression on index functions. Some of the …

Persistent link: https://www.econbiz.de/10005762563

A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION

Stengos, Thanasis; Sun, Yiguo - In: Econometric Reviews 20 (2001) 1, pp. 41-60

In this paper we present a consistent specification test of a parametric regression function against a general nonparametric alternative. The proposed test is based on wavelet estimation and it is shown to have similar rates of convergence to the more commonly used kernel based tests. Monte...

Persistent link: https://www.econbiz.de/10005511937

A Bootstrap Approach to Nonparametric Regression for Right Censored Data

Li, Gang; Datta, Somnath - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 708-729

Persistent link: https://www.econbiz.de/10005616269

Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties

Beran, Jan; Yuanhua.Feng - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2001

In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparamet- ric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of the proposed algorithms are...

Persistent link: https://www.econbiz.de/10005146733

Analysis of Variance in Nonparametric Regression Models

Dette, Holger; Derbort, Stephan - In: Journal of Multivariate Analysis 76 (2001) 1, pp. 110-137

In a nonparametric regression model with a multivariate explanatory variable we consider the problem of testing the … and a nonparametric variance estimator. This presents an analogue of the classical ANOVA in the nonparametric regression …

Persistent link: https://www.econbiz.de/10005160649

Asymptotics for Wavelet Based Estimates of Piecewise Smooth Regression for Stationary Time Series

Truong, Young; Patil, Prakash - In: Annals of the Institute of Statistical Mathematics 53 (2001) 1, pp. 159-178

Persistent link: https://www.econbiz.de/10005169340

Hazard Rate Estimation in Nonparametric Regression with Censored Data

Keilegom, Ingrid Van; Veraverbeke, Noël - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 730-745

Persistent link: https://www.econbiz.de/10005184608