\(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models
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Publication:2182129
DOI10.1016/J.JECONOM.2019.09.003zbMath1456.62280OpenAlexW2982163086MaRDI QIDQ2182129
Publication date: 21 May 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.09.003
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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Cites Work
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