Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics
From MaRDI portal
Publication:444283
DOI10.1155/2012/696927zbMath1244.65017OpenAlexW2064690456WikidataQ58700715 ScholiaQ58700715MaRDI QIDQ444283
Tianshun Yan, Yan-Yong Zhao, Li-Yun Su
Publication date: 14 August 2012
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/696927
Nonparametric regression and quantile regression (62G08) Numerical smoothing, curve fitting (65D10) Statistical methods; economic indices and measures (91B82)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Dynamical system and nonlinear regression for estimate host-parasitoid relationship
- Bayes estimation of two-phase linear regression model
- An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering
- Multivariate nonlinear analysis and prediction of Shanghai stock market
- Prediction of multivariate chaotic time series with local polynomial fitting
- QML estimators in linear regression models with functional coefficient autoregressive processes
- A note on a heteroscedastic model
- On consistency of subspace methods for system identification
- Statistical estimation in varying coefficient models
- Identification of a class of linear time-varying continuous-time systems
- Multivariate locally weighted least squares regression
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric and semiparametric models.
- Deconvolution of defocused image with multivariate local polynomial regression and iterative Wiener filtering in DWT domain
- Local linear regression smoothers and their minimax efficiencies
- Robustly stable multiestimation scheme for adaptive control and identification with model reduction issues
- Adaptive nonlinear output feedback tracking with a partial high-gain observer and backstepping
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
- Design-adaptive Nonparametric Regression
- Ridge regression in the context of a system of seemingly unrelated regression equations