Semiparametric weighted lease squares

DOI10.1080/02331888908802159zbMath0669.62020OpenAlexW1970367499MaRDI QIDQ3822990

Wolfgang Karl Härdle, Raymond J. Carroll

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802159

zbMATH Keywords

rate of convergencekernel regressionoptimal bandwidthweighted least squares estimateheteroscedastic linear regression modelnormally distributed errorsgeneralized least squares estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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