Are Regression Series Estimators Efficient in Practice? A Computational Comparison Study
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DOI: 10.1007/s001800000045
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- Newey, Whitney K., 1997. "Convergence rates and asymptotic normality for series estimators," Journal of Econometrics, Elsevier, vol. 79(1), pages 147-168, July.
- Delecroix, Michel & Protopopescu, Camelia, 2000. "Consistency of a least squares orthonormal series estimator for a regression function," SFB 373 Discussion Papers 2000,7, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Antoniadis, Anestis & Dinh Tuan Pham, 1998. "Wavelet regression for random or irregular design," Computational Statistics & Data Analysis, Elsevier, vol. 28(4), pages 353-369, October.
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- Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang, 2014. "Testing for additivity in partially linear regression with possibly missing responses," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 51-61.
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Keywords
Nonparametric regression; orthonormal series estimators; kernel smoothing; least-squares cubic splines; wavelets;All these keywords.
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