Efficient estimation for error component seemingly unrelated nonparametric regression models
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DOI: 10.1007/s00184-009-0268-x
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- Jinhong You & Alan Wan & Shu Liu & Yong Zhou, 2015. "A varying-coefficient approach to estimating multi-level clustered data models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 417-440, June.
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Keywords
Multivariate response; Error component; Nonparametric model; Two-stage estimation; Asymptotic normality;All these keywords.
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