Asymptotic Normality of a Combined Regre
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Yanqin Fan; Aman Ullah
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Article
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1999
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Elsevier Science
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English
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In this paper, we propose a combined regression estimator by using a parametric estimator and a nonparametric estimator of the regression function. The asymptotic distribution of this estimator is obtained for cases where the parametric regression model is correct, incorrect, and approximately corre