Showing 1 - 4 of 4
Under weak conditions of smoothness and mixing, we propose spline-backfitted spline (SBS) estimators of the component functions for a nonlinear additive autoregression model that is both computationally expedient for analyzing high dimensional large time series data, and theoretically reliable...
Persistent link: https://www.econbiz.de/10008861631
An additive model-assisted nonparametric method is investigated to estimate the finite population totals of massive survey data with the aid of auxiliary information. A class of estimators is proposed to improve the precision of the well known Horvitz-Thompson estimators by combining the spline...
Persistent link: https://www.econbiz.de/10009142899
This study considers the theoretical bootstrap “coupling” techniques for nonparametric robust smoothers and quantile regression, and we verify the bootstrap improvement. To handle the curse of dimensionality, a variant of “coupling” bootstrap techniques is developed for additive models...
Persistent link: https://www.econbiz.de/10011189579
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y=Xβ+f+ε. Both estimators are analyzed and compared in the sense of mean-squared error. We consider the case of independent...
Persistent link: https://www.econbiz.de/10011041936