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中山大学岭南学院高级计量经济学课件(I:Nonparametric Econometrics)CH2 Nonparametric Regression Estimation
中山大学岭南学院 高级计量经济学 课件(I:Nonparametric Econometrics) CH2 Nonparametric Regression Estimation
2017/6/14
中山大学岭南学院高级计量经济学课件(I:Nonparametric Econometrics)CH2 Nonparametric Regression Estimation。
ASYMPTOTIC EQUIVALENCE FOR NONPARAMETRIC REGRESSION
ASYMPTOTIC EQUIVALENCE NONPARAMETRIC REGRESSION
2015/8/25
We consider a nonparametric model En, generated by independent observations Xi, i = 1, ..., n, with densities p(x, θi), i = 1, ..., n, the parameters of which θi = f(i/n) ∈ Θ are driven by the values ...
ADAPTIVE SPLINE ESTIMATES FOR NONPARAMETRIC REGRESSION MODELS
ADAPTIVE SPLINE ESTIMATES NONPARAMETRIC REGRESSION MODELS
2015/8/25
ADAPTIVE SPLINE ESTIMATES FOR NONPARAMETRIC REGRESSION MODELS.
Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
nonparametric regression long-range dependence kink minimax
2011/9/22
Abstract: In this paper, a lower bound is determined in the minimax sense for change point estimators of the first derivative of a regression function in the fractional white noise model. Similar mini...