Additive nonparametric regression estimation via back tting and marginal integration under common bandwidth selection criterion : small sample performance
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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| Format: | Others |
| Language: | Portuguese |
| Published: |
2015
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| Online Access: | http://hdl.handle.net/10183/109669 |