Nonparametric Selection of Regressors: The Nonnested Case (Q4715551)
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scientific article; zbMATH DE number 946626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Selection of Regressors: The Nonnested Case |
scientific article; zbMATH DE number 946626 |
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Nonparametric Selection of Regressors: The Nonnested Case (English)
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23 April 1997
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nonparametric regression
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generalized nonnested regressions
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asymptotic normality
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asymptotic efficiency
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directional testing procedure
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empirical mean square error
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residual variance
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rate of convergence
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power and size properties
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