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In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or...
Persistent link: https://www.econbiz.de/10010306273
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In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or...
Persistent link: https://www.econbiz.de/10010509829
For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0 ? 1). The estimator is obtained by the composition of a nonparametric estimate of the quantile response curve and a classical density estimate. The new method...
Persistent link: https://www.econbiz.de/10010514275
Persistent link: https://www.econbiz.de/10002929226
In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by...
Persistent link: https://www.econbiz.de/10010296624
A monotone estimate of the conditional variance function in a heteroscedastic, nonpara- metric regression model is proposed. The method is based on the application of a kernel density estimate to an unconstrained estimate of the variance function and yields an esti- mate of the inverse variance...
Persistent link: https://www.econbiz.de/10010296626
Persistent link: https://www.econbiz.de/10002141232
In this paper we investigate several tests for the hypothesis of a parametric form of the error distribution in the common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that tests in this context are not asymptotically...
Persistent link: https://www.econbiz.de/10010296621