Nonparametric Selection of Regressors: The Nonnested Case
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Publication:4715551
DOI10.2307/2171929zbMath0860.62039OpenAlexW2035844965MaRDI QIDQ4715551
Quang H. Vuong, Pascal Lavergne
Publication date: 23 April 1997
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171929
rate of convergenceasymptotic normalityasymptotic efficiencynonparametric regressionresidual variancedirectional testing procedureempirical mean square errorgeneralized nonnested regressionspower and size properties
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