Nonparametric regression with correlated errors
Nonparametric regression techniques are often sensitive to the presence of correlation in
the errors. The practical consequences of this sensitivity are explained, including the …
the errors. The practical consequences of this sensitivity are explained, including the …
Nonparametric quantile estimations for dynamic smooth coefficient models
Z Cai, X Xu - Journal of the American Statistical Association, 2008 - Taylor & Francis
We suggest quantile regression methods for a class of smooth coefficient time series
models. We use both local polynomial and local constant fitting schemes to estimate the …
models. We use both local polynomial and local constant fitting schemes to estimate the …
Functional generalized additive models
We introduce the functional generalized additive model (FGAM), a novel regression model
for association studies between a scalar response and a functional predictor. We model the …
for association studies between a scalar response and a functional predictor. We model the …
Asymptotic properties of backfitting estimators
JD Opsomer - Journal of Multivariate Analysis, 2000 - Elsevier
When additive models with more than two covariates are fitted with the backfitting algorithm
proposed by Buja et al.[2], the lack of explicit expressions for the estimators makes study of …
proposed by Buja et al.[2], the lack of explicit expressions for the estimators makes study of …
A prediction comparison of housing sales prices by parametric versus semi-parametric regressions
O Bin - Journal of Housing Economics, 2004 - Elsevier
This study estimates a hedonic price function using a semi-parametric regression and
compares the price prediction performance with conventional parametric models. This study …
compares the price prediction performance with conventional parametric models. This study …
A Root-n Consistent Backfitting Estimator for Semiparametric Additive Modeling
JD Opsomer, D Ruppert - Journal of Computational and Graphical …, 1999 - Taylor & Francis
We explore additive models that combine both parametric and nonparametric terms and
propose a√ n-consistent backfitting estimator for the parametric component of the model …
propose a√ n-consistent backfitting estimator for the parametric component of the model …
Local polynomial estimation of nonparametric simultaneous equations models
We define a new procedure for consistent estimation of nonparametric simultaneous
equations models under the conditional mean independence restriction of Newey et …
equations models under the conditional mean independence restriction of Newey et …
Nonparametric inference with generalized likelihood ratio tests
The advance of technology facilitates the collection of statistical data. Flexible and refined
statistical models are widely sought in a large array of statistical problems. The question …
statistical models are widely sought in a large array of statistical problems. The question …
Estimation of hedonic price functions via additive nonparametric regression
C Martins-Filho, O Bin - Empirical economics, 2005 - Springer
We model a hedonic price function for housing as an additive nonparametric regression.
Estimation is done via a backfitting procedure in combination with a local polynomial …
Estimation is done via a backfitting procedure in combination with a local polynomial …
A survey of smoothing techniques based on a backfitting algorithm in estimation of semiparametric additive models
This paper aims to present an overview of Semiparametric additive models. An estimation of
the finite‐parameters of semiparametric regression models that involve additive …
the finite‐parameters of semiparametric regression models that involve additive …