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Kernel-based estimation of semiparametric regression in triangular systems

✍ Scribed by Carlos Martins-Filho; Feng Yao


Book ID
116423153
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
206 KB
Volume
115
Category
Article
ISSN
0165-1765

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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