Estimating Coefficient Distributions in Random Coefficient Regressions
نویسندگان
چکیده
منابع مشابه
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Random coe cient regression models have been applied in di erent elds and they constitute a unifying setup for many statistical problems. The nonparametric study of this model started with Beran and Hall (1992) and it has become a fruitful framework. In this paper we propose and study statistics for testing a basic hypothesis concerning this model: the constancy of coe cients. The asymptotic be...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348898