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Equivalence of the Standard and the Modified Switching Regression Models

✍ Scribed by Chunrong Ai and Steven P. Cassou


Book ID
125768069
Publisher
MIT Press
Year
1996
Tongue
English
Weight
122 KB
Volume
78
Category
Article
ISSN
0034-6535

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On the limit in the equivalence between
✍ Sam Efromovich πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 172 KB

The fact that signal-in-noise ΓΏltering model can serve as a prototype for nonparametric regression is well known and it is widely used in the nonparametric curve estimation theory. So far the only known examples showing that the equivalence may not hold have been about homoscedastic regressions wher