Asymptotic normality of a combined regression estimator

DOI10.1006/jmva.1999.1838zbMath0952.62034OpenAlexW2112876018MaRDI QIDQ1969079

Aman Ullah, Yanqin Fan

Publication date: 16 March 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1838

zbMATH Keywords

convex combinationkernel estimationsemiparametric estimationmodel specification testing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

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