true subject-specific FSH time profile as a functional covariate. We develop a two-stage nonparametric regression …

factor model as a weighted additive nonparametric regression model, with the factor returns serving as time-varying weights … time-series and cross-sectional pooled weighted additive nonparametric regression methodology to simultaneously estimate …

factor model as a weighted additive nonparametric regression model, with the factor returns serving as time-varying weights … time-series and cross-sectional pooled weighted additive nonparametric regression methodology to simultaneously estimate …

closely examine the asymptotic properties of the OLS estimator calculated from nonparametric regression residuals. Especially …

nonparametric regression applied to squared mean regression residuals. The estimator is shown to be asymptotically equivalent to the …

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete …

factor model as a weighted additive nonparametric regression model, with the factor returns serving as time-varying weights … time-series and cross-sectional pooled weighted additive nonparametric regression methodology to simultaneously estimate … nonparametric regression model, with the factor returns serving as time-varying weights, and a set of univariate non …