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Minimax regression designs for approximately linear models with autocorrelated errors

โœ Scribed by Douglas P. Wiens; Julie Zhou


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
488 KB
Volume
55
Category
Article
ISSN
0378-3758

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## Abstract The authors consider a semiparametric partially linear regression model with serially correlated errors. They propose a new way of estimating the error structure which has the advantage that it does not involve any nonparametric estimation. This allows them to develop an inference proce