Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models
โ Scribed by Zhan-Qian Lu
- Book ID
- 111532023
- Publisher
- Springer Japan
- Year
- 1999
- Tongue
- English
- Weight
- 662 KB
- Volume
- 51
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The parametric generalized linear model assumes that the conditional distribution of a response Y given a d-dimensional covariate X belongs to an exponential family and that a known transformation of the regression function is linear in X. In this paper we relax the latter assumption by considering
In this paper, we derive general formulae for second-order biases of maximum likelihood estimates which can be applied to a wide class of multivariate nonlinear regression models. The class of models we consider is very rich and includes a number of commonly used models in econometrics and statistic