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~person:"Yao, Qiwei"
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local linear regression
4
generalised cross-validation
3
local significant variable selection
3
one-step estimation
3
smoothing index
3
Akaike information criterion
2
backfitting algorithm
2
cross-validation
2
varying-coefficient linear models
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Absolutely regular
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Conditional distribution
1
akaike information criterion
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back-fitting algorithm
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dimension reduction
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efficiency
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heteroscedasticity
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kernel estimation
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kernel methods
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leave-one-out method
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non-linear stochastic regression
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nonparametric regression
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prediction
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root-n consistency
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subset selection
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time series analysis
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Yao, Qiwei
Laan, Mark van der
18
Dohmen, Thomas
16
Falk, Armin
16
Huffman, David
15
Sunde, Uwe
15
Moneta, Alessio
13
Nielsen, Jens Perch
13
Parmeter, Christopher F.
12
Scholz, Michael
12
Sperlich, Stefan
12
Fagiolo, Giorgio
11
Harhoff, Dietmar
11
Hoisl, Karin
11
Schupp, Jürgen
11
Henderson, Daniel J.
10
Wagner, Gert G.
9
Berg, Tim Oliver
8
Henzel, Steffen
8
Lamperti, Francesco
8
Recchioni, Maria Cristina
8
Sinisi, Sandra
8
Tedeschi, Gabriele
8
Udry, Christopher
8
Zhang, Xibin
8
Zhang, Xinyu
8
van Pottelsberghe de la Potterie, Bruno
8
King, Maxwell L.
7
Vischer, Thomas
7
Abberger, Klaus
6
Chambers, Marcus J.
6
Ding, Xiaohao
6
Fritsche, Jan Philipp
6
Gallegati, Mauro
6
Hartog, Joop
6
Kapetanios, George
6
Kleijnen, Jack P.C.
6
Sun, Yuze
6
Walsh, Gianfranco
6
Weihs, Claus
6
Windrum, Paul
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London School of Economics (LSE)
4
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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LSE Research Online Documents on Economics
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STICERD - Econometrics Paper Series
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1
Approximating conditional distribution functions using dimension reduction
Hall, Peter
;
Yao, Qiwei
-
London School of Economics (LSE)
-
2005
Persistent link: https://www.econbiz.de/10010928648
Saved in:
2
Adaptive varying co-efficient linear models
Fan, Jianqing
;
Yao, Qiwei
;
Cai, Zongwu
-
London School of Economics (LSE)
-
2003
smoothing. The generalised cross-
validation
method for choosing bandwidth is efficiently incorporated into the algorithm. The …
Persistent link: https://www.econbiz.de/10011126172
Saved in:
3
Adaptive varying-coefficient linear models
Fan, Jianqing
;
Yao, Qiwei
;
Cai, Zongwu
-
London School of Economics (LSE)
-
2000
smoothing. The generalised cross-
validation
method for choosing bandwidth is efficiently incorporated into the algorithm. The …
Persistent link: https://www.econbiz.de/10010928774
Saved in:
4
Adaptive Varying-Coefficient Linear Models
Cai, Zongwu
;
Fan, Jianqin
;
Yao, Qiwei
-
Suntory and Toyota International Centres for Economics …
-
2000
smoothing. The generalised cross-
validation
method for choosing bandwidth is efficiently incorporated into the algorithm. The …
Persistent link: https://www.econbiz.de/10005797525
Saved in:
5
On subset selection in non-parametric stochastic regression
Yao, Qiwei
;
Tong, Howell
-
London School of Economics (LSE)
-
1994
This paper is concerned with the use of a cross-
validation
method based on the kernel estimate of the conditional mean …
Persistent link: https://www.econbiz.de/10010745153
Saved in:
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