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Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models

✍ Scribed by S. Liu; H. Neudecker


Book ID
108542340
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
358 KB
Volume
51
Category
Article
ISSN
0039-0402

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Estimation and test of linearity for a c
✍ Nathalie ChΓ¨ze-Payaud; Jean-Michel Poggi; Bruno Portier πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 619 KB

This paper deals with the estimation and the test for linearity of models belonging to a class of additive nonlinear ones. We prove the joint asymptotic normality for a kernel estimator and provide a test for linearity of each function defining the model.