A Class of Improved Parametrically Guided Nonparametric Regression Estimators

DOI10.1080/07474930801960444MaRDI QIDQ3518462zbMATH OpenOpenAlexFDO

Authors Carlos Martins-Filho, Santosh Mishra, Aman Ullah

Publication date 8 August 2008

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474930801960444

zbMATH Keywords

tablesasymptotic normalitycombined semiparametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• A local generalized method of moments estimator
• A simple bias reduction method for density estimation
• Asymptotic normality of a combined regression estimator
• Boosting kernel density estimates: A bias reduction technique?
• Consistent nonparametric regression. Discussion
• Efficient estimation of conditional variance functions in stochastic regression
• Goodness-of-fit statistics for discrete multivariate data
• Information Theoretic Approaches to Inference in Moment Condition Models
• Locally parametric nonparametric density estimation
• Maximum Likelihood Estimation of Misspecified Models
• Multivariate locally weighted least squares regression
• Nonparametric density estimation with a parametric start
• Parametrically Guided Non‐parametric Regression
• Semiparametric density estimation by local \(L_ 2\)-fitting.
• Smooth optimum kernel estimators of densities, regression curves and modes

Cited in

(17)

• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
• scientific article; zbMATH DE number 3940430 (Why is no real title available?)
• Parametrically guided nonparametric density and hazard estimation with censored data
• Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting
• Parametrically guided generalised additive models with application to mergers and acquisitions data
• Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood
• Local quasi-likelihood with a parametric guide
• Nonparametric regression with parametric help
• A semiparametric conditional duration model
• Hilbertian additive regression with parametric help
• On semiparametric regression for count explanatory variables
• Information Theoretic and Entropy Methods: An Overview
• Discrete semiparametric regression models with associated kernel and applications
• Stable and bias-corrected estimation for nonparametric regression models
• Guided Censored Regression
• Structure discovery and parametrically guided regression
• Semiparametric multiple kernel estimators and model diagnostics for count regression functions

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