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Asymptotically normal estimation of a parameter in a linear-fractional regression problem

โœ Scribed by Yu. Yu. Linke; A. I. Sakhanenko


Book ID
110612597
Publisher
SP MAIK Nauka/Interperiodica
Year
2000
Tongue
English
Weight
658 KB
Volume
41
Category
Article
ISSN
0037-4466

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Asymptotic Normality of a Combined Regre
โœ Yanqin Fan; Aman Ullah ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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