Showing 1 - 10 of 32
Persistent link: https://www.econbiz.de/10011776891
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Stuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the need for devices such as second derivative...
Persistent link: https://www.econbiz.de/10010310781
Theory in time series analysis is often developed in the context of finite-dimensional models for the data generating process. Whereas corresponding estimators such as those of a conditional mean function are reasonable even if the true dependence mechanism is of a more complex structure, it is...
Persistent link: https://www.econbiz.de/10010310822
We consider theoretical bootstrap coupling techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of coupling bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10010331127
AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.
Persistent link: https://www.econbiz.de/10011091096
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
Stuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the need for devices such as second derivative...
Persistent link: https://www.econbiz.de/10010983807
Theory in time series analysis is often developed in the context of finite-dimensional models for the data generating process. Whereas corresponding estimators such as those of a conditional mean function are reasonable even if the true dependence mechanism is of a more complex structure, it is...
Persistent link: https://www.econbiz.de/10010956559
Assume that we have two populations (X <Subscript>1</Subscript>,Y <Subscript>1</Subscript>) and (X <Subscript>2</Subscript>,Y <Subscript>2</Subscript>) satisfying two general nonparametric regression models Y <Subscript> j </Subscript>=m <Subscript> j </Subscript>(X <Subscript> j </Subscript>)+ε <Subscript> j </Subscript>, j=1,2, where m(⋅) is a smooth location function, ε <Subscript> j </Subscript> has zero location and the response Y <Subscript> j </Subscript> is possibly right-censored. In this paper, we propose...</subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript>
Persistent link: https://www.econbiz.de/10010994253