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Asymptotic Normality of L1-Estimators in Nonlinear Regression

✍ Scribed by J.D. Wang


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
309 KB
Volume
54
Category
Article
ISSN
0047-259X

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πŸ“œ SIMILAR VOLUMES


Asymptotic Normality of a Combined Regre
✍ Yanqin Fan; Aman Ullah πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 288 KB

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