Quadratic mode regression
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Publication:1801409
DOI10.1016/0304-4076(93)90056-BzbMath0776.62055MaRDI QIDQ1801409
Publication date: 24 November 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
smoothing; simulation; linear model; consistent estimator; density estimation; estimation of the covariance matrices; quadratic kernel; rectangular kernel; symmetrically trimmed least squares; upper bound of the covariance matrix
62G07: Density estimation
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
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Cites Work
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