Simulation-based two-stage estimation for multiple nonparametric regression

DOI10.1016/J.CSDA.2010.09.026MaRDI QIDQ901506zbMATH OpenOpenAlexFDO

Authors Lu Lin, Qi Zhang, Feng Li, Xia Cui

Publication date 12 January 2016

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2010.09.026

zbMATH Keywords

convergence ratemultiple nonparametric regressionsimulation-based methodtwo-stage estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• Accelerated convergence for nonparametric regression with coarsened predictors
• All of Nonparametric Statistics
• Approximation Theorems of Mathematical Statistics
• Corrected Score Estimation via Complex Variable Simulation Extrapolation
• Functional-Coefficient Autoregressive Models
• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Measurement Error in Nonlinear Models
• Multidimensional Additive Spline Approximation
• Nonparametric smoothing and lack-of-fit tests
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Simulation-Extrapolation Estimation in Parametric Measurement Error Models
• Simulation-Extrapolation: The Measurement Error Jackknife
• Stable and bias-corrected estimation for nonparametric regression models

Cited in

(3)

• GMM and misspecification correction for misspecified models with diverging number of parameters
• Two-stage estimation for seemingly unrelated nonparametric regression models
• Bivariate non‐parametric regression models: simulations and applications

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