253
Views
24
CrossRef citations to date
0
Altmetric
Original Articles

A Class of Improved Parametrically Guided Nonparametric Regression Estimators

, &
Pages 542-573 | Received 15 Nov 2005, Accepted 11 Dec 2006, Published online: 22 May 2008

REFERENCES

  • DiMarzio , M. , Taylor , C. C. ( 2004 ). Boosting kernel density estimates: A bias reduction technique? Biometrika 91 : 226 – 233 .
  • Cressie , N. , Read , T. ( 1984 ). Multinomial goodness-of-fit tests . Journal of the Royal Statistical Society, Series B 46 : 440 – 464 .
  • Fan , J. ( 1992 ). Design adaptive nonparametric regression . Journal of the American Statistical Association 87 : 998 – 1004 .
  • Fan , J. , Yao , Q. ( 1998 ). Efficient estimation of conditional variance functions in stochastic regression . Biometrika 85 : 645 – 660 .
  • Fan , Y. , Ullah , A. ( 1999 ). Asymptotic normality of a combined regression estimator . Journal of Multivariate Analysis 71 : 191 – 240 .
  • Fan , J. , Yao , Q. ( 2003 ). Nonlinear Time Series . New York : Springer Verlag .
  • Gasser , T. , Müller , H.-G. , Mammitzsch , V. ( 1985 ). Kernels for nonparametric curve estimation . Journal of the Royal Statistical Society B 47 : 238 – 252 .
  • Glad , I. ( 1998 ). Parametrically guided non-parametric regression . Scandinavian Journal of Statistics 25 : 649 – 668 .
  • Hjort , N. , Glad , I. ( 1995 ). Nonparametric density estimation with a parametric start . The Annals of Statistics 23 : 882 – 904 .
  • Hjort , N. , Jones , M. C. ( 1996 ). Locally parametric nonparamteric density estimation . The Annals of Statistics 24 : 1619 – 1647 .
  • Imbens , G. , Spady , R. H. , Johnson , P. ( 1998 ). Information theoretic approaches to inferences in moment condition models . Econometrica 66 : 333 – 357 .
  • Jones , M. C. , Linton , O. , Nielsen , J. P. ( 1995 ). A simple and effective bias reduction method for density and regression estimation . Biometrika 82 : 327 – 338 .
  • Lewbel , A. ( 2007 ). A local generalized method of moments estimator . Economics Letters 94 : 124 – 128 .
  • Martins-Filho , C. , Yao , F. ( 2007 ). Nonparametric regression estimation with general parametric error covariance . Working paper, Department of Economics, Oregon State University. http://oregonstate.edu/~martinsc/martins-filho-yao-v3-07.pdf .
  • Müller , H.-G. ( 1984 ). Smooth optimum kernel estimators of densities, regression curves and modes . The Annals of Statistics 12 : 766 – 774 .
  • Naito , K. ( 2004 ). Semiparametric density estimation by local L 2 fitting . The Annals of Statistics 32 : 1162 – 1191 .
  • Pagan , A. , Ullah , A. ( 1999 ). Nonparametric Econometrics . New York : Cambridge University Press .
  • Rahman , M. , Ullah , A. ( 2002 ). Improved combined parametric and nonparametric regression: Estimation and hypothesis testing . In: Ullah , A. , Wan , A. , Chaturvedi , A. , eds. Handbook of Applied Econometrics and Statistical Inference . New York : Marcel Dekker .
  • Read , T. , Cressie , N. ( 1988 ). Goodness-of-Fit Statistics for Discrete Multivariate Data . New York : Springer Verlag .
  • Ruppert , D. , Wand , M. P. (1994). Multivariate locally weighted least squares regression. Annals of Statistics 22:1346–1370.
  • Ruppert , D. , Sheather , S. J. , Wand , M. P. ( 1995 ). An effective bandwidth selector for local least squares regression . Journal of the American Statistical Association 90 : 1257 – 1270 .
  • Stone , C. J. ( 1977 ). Consistent nonparametric regression . Annals of Statistics 5 : 595 – 620 .
  • White , H. ( 1982 ). Maximum likelihood estimation of misspecified models . Econometrica 50 : 1 – 25 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.