Nonparametric Selection of Regressors: The Nonnested Case (Q4715551): Difference between revisions

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Latest revision as of 23:11, 19 March 2024

scientific article; zbMATH DE number 946626
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English
Nonparametric Selection of Regressors: The Nonnested Case
scientific article; zbMATH DE number 946626

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    Nonparametric Selection of Regressors: The Nonnested Case (English)
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    23 April 1997
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    nonparametric regression
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    generalized nonnested regressions
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    asymptotic normality
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    asymptotic efficiency
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    directional testing procedure
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    empirical mean square error
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    residual variance
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    rate of convergence
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    power and size properties
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