Additive nonparametric regression estimation via back…tting and marginal integration under common bandwidth selection criterion : small sample performance

Additive nonparametric regression estimation via back…tting and marginal integration under common bandwidth selection criterion : small sample performance

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In this paper, we conducted a Monte Carlo investigation to reveal some charac- teristics of …nite sample distributions of the back…tting (B) and Marginal Integration (MI) estimators for an additive bivariate regression. We are particularly interested in providing some evidence on how the di¤erent me...

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Bibliographic Details
Main Author: Silva, Fernando Augusto Boeira Sabino da
Other Authors: Sen, Pranab Kumar
Format: Others
Language:Portuguese
Published: 2015
Subjects:
Economia
Métodos qualitativos
Modelos matemáticos
Econometria
Online Access:http://hdl.handle.net/10183/109669

Internet

http://hdl.handle.net/10183/109669

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