Efficient estimation for error component seemingly unrelated nonparametric regression models

DOI10.1007/S00184-009-0268-XMaRDI QIDQ622561zbMATH OpenOpenAlexFDO

Authors Bin Zhou, Qinfeng Xu, Jinhong You

Publication date 3 February 2011

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0268-x

zbMATH Keywords

asymptotic normalityerror componentmultivariate responsetwo-stage estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• Additive regression and other nonparametric models
• Bayesian geoadditive seemingly unrelated regression
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 1471713 (Why is no real title available?)
• scientific article; zbMATH DE number 762921 (Why is no real title available?)
• Local regression for vector responses
• Marginal nonparametric kernel regression accounting for within-subject correlation
• More efficient estimation of nonparametric panel data models with random effects
• Nonparametric seemingly unrelated regression
• Seemingly unrelated nonparametric models with positive correlation and constrained error variances
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(11)

• A varying-coefficient approach to estimating multi-level clustered data models
• Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models
• The error components regression model: conditional relative efficiency comparisons
• MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
• Efficient estimation of varying coefficient seemly unrelated regression model
• A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
• Inference for seemingly unrelated linear mixed models
• Efficient error variance estimation in non‐parametric regression
• A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression \(\text{models}^*\)
• On seemingly unrelated regression models with linear mixed effects
• Bayesian shrinkage inference for seemingly unrelated regression models

Describes a project that uses

Uses Software

• CRISP

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