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Estimating a reduced rank regression model for non-normal variables

โœ Scribed by Bijleveld, Catrien C. J. H. ;Van Montfort, Kees


Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
499 KB
Volume
7
Category
Article
ISSN
8755-0024

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Accuracy of the normal approximation for Speckman's kernel smoothing estimator of the parametric component ; in the semiparametric regression model y=x { ;+ g(t)+e is studied when the bandwidth used in the estimator is selected by a general data-based method which includes such commonly used bandwid