Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator
نویسندگان
چکیده
منابع مشابه
Nonparametric regression estimation with general parametric error covariance
Recently Martins-Filho and Yao (J Multivar Anal 100:309–333, 2009) have proposed a two-step estimator of nonparametric regression function with parametric error covariance and demonstrate that it is more efficient than the usual LLE. In the present paper we demonstrate that MY’s estimator can be further improved. First, we extend MY’s estimator to the multivariate case, and also establish the a...
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ژورنال
عنوان ژورنال: Empirical Economics
سال: 2012
ISSN: 0377-7332,1435-8921
DOI: 10.1007/s00181-012-0641-x