A note on the use of V and U statistics in nonparametric models of regression
From MaRDI portal
Publication:2502147
DOI10.1007/S10463-006-0034-ZzbMATH Open1095.62047OpenAlexW2128352429MaRDI QIDQ2502147FDOQ2502147
Authors: Carlos Martins-Filho, Feng Yao
Publication date: 12 September 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-006-0034-z
Recommendations
- Estimating a shift in nonparametric regression via \(U\)-statistics
- Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
- On the use of nonparametric regression in assessing parametric regression models
- On variance estimation in nonparametric regression
- Publication:4939086
- An Application ofU-Statistics to Nonparametric Functional Data Analysis
- scientific article; zbMATH DE number 2190881
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Efficient estimation of conditional variance functions in stochastic regression
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
- Title not available (Why is that?)
- Design-adaptive Nonparametric Regression
- Semiparametric Estimation of Index Coefficients
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- A Class of Statistics with Asymptotically Normal Distribution
- Title not available (Why is that?)
- Title not available (Why is that?)
- Note on conditions for weak convergence of von Mises' differentiable statistical functions
Cited In (7)
- A nonparametric \(R^2\) test for the presence of relevant variables
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
- Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system
- A class of robust independence tests based on weighted integrals of empirical characteristic functions
- Guided Censored Regression
- Nonparametric inference for kurtosis and conditional kurtosis
- An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics
This page was built for publication: A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2502147)