Parametrically guided generalised additive models with application to mergers and acquisitions data

DOI10.1080/10485252.2012.735233zbMath1307.62110WikidataQ30621182 ScholiaQ30621182MaRDI QIDQ5299869

Yichao Wu, Arnab Maity, Jianqing Fan, Yihui Wang

Publication date: 24 June 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3640594

zbMATH Keywords

local polynomial; generalised additive model; mergers and acquisitions; parametric guide; leveraged buyout

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures

Uses Software

• gamair