Search Results - subject:"nonparametric regression"

Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression

Wang, Qiying; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2006

We provide a new asymptotic theory for local time density estimation for a general class of functionals of integrated time series. This result provides a convenient basis for developing an asymptotic theory for nonparametric cointegrating regression and autoregression. Our treatment directly...

Persistent link: https://www.econbiz.de/10005464027

Tests for Independence in Nonparametric Regression

Einmahl, John; van Keilegom, I. - Tilburg University, Center for Economic Research - 2006

Consider the nonparametric regression model Y = m(X)+e, where the function m is smooth, but unknown.We construct tests …

Persistent link: https://www.econbiz.de/10011090790

Goodness-of-Fit Tests in Nonparametric Regression

Einmahl, John; van Keilegom, I. - Tilburg University, Center for Economic Research - 2006

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.

Persistent link: https://www.econbiz.de/10011091096

Smoothed L-estimation of Regression Function

Cizek, Pavel; Tamine, J.; Härdle, W.K. - Tilburg University, Center for Economic Research - 2006

The Nadaraya-Watson nonparametric estimator of regression is known to be highly sensitive to the presence of outliers in data.This sensitivity can be reduced, for example, by using local L-estimates of regression.Whereas the local L-estimation is traditionally done using an empirical conditional...

Persistent link: https://www.econbiz.de/10011092440

Identification and nonparametric estimation of a transformed additively separable model

Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver - London School of Economics (LSE) - 2006

Let r (x, z) be a function that, along with its derivatives, can be consistently estimated nonparametrically. This paper discusses identification and consistent estimation of the unknown functions H, M, G and F, where r (x, z) = H [M (x, z)] and M (x, z) = G(x) + F (z). An estimation algorithm...

Persistent link: https://www.econbiz.de/10011071234

Nonparametric transformation to white noise

Linton, Oliver; Mammen, Enno - London School of Economics (LSE) - 2006

is dynamic through some linear filters. A special case of this is a nonparametric regression with serially correlated …. In the special case of a nonparametric regression subject to time series errors our estimator achieves efficiency …

Persistent link: https://www.econbiz.de/10011071509

Identification and Nonparametric Estimation of a Transformed Additively Separable Model

Lewbel, Arthur; Jacho-Chavez, David; Linton, Oliver - Department of Economics, Boston College - 2006

Let r(x,z) be a function that, along with its derivatives, can be consistently estimated nonparametrically. This paper discusses identification and consistent estimation of the unknown functions H, M, G and F, where r(x, z) = H[M (x, z)] and M(x,z) = G(x) + F(z). An estimation algorithm is...

Persistent link: https://www.econbiz.de/10005074072

East Germany’s Wage Gap: A non-parametric decomposition based on establishment characteristics

Görzig, Bernd; Gornig, Martin; Werwatz, Axel - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

in the adjustment of wages. Keywords: Regional Wage Gap, Decomposition, Nonparametric Regression JEL Classification …

Persistent link: https://www.econbiz.de/10005652784

Common Functional Principal Components

Benko, Michal; Härdle, Wolfgang; Kneip, Alois - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

: Functional Principal Components, Nonparametric Regression, Bootstrap, Two Sample Problem 1 2 M. BENKO, W. H¨ARDLE AND A …

Persistent link: https://www.econbiz.de/10005677915

Color Harmonization in Car Manufacturing Process

Andriyashin, Anton; Benko, Michal; Härdle, Wolfgang; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

methods in nonparametric regression is proposed, for details see [2]. As it will be seen in the following text, the … residuals from nonparametric regression (see [4]). The residual ri,h equals the difference of the observed value yi and the …, 1996 [2] Härdle W Applied Nonparametric Regression Cambridge University Press, 1990 [3] Härdle W, Mammen E Testing …

Persistent link: https://www.econbiz.de/10005677929