Parametrically guided generalised additive models with application to mergers and acquisitions data

DOI10.1080/10485252.2012.735233zbMath1307.62110OpenAlexW1966053864WikidataQ30621182 ScholiaQ30621182MaRDI QIDQ5299869

Yichao Wu, Yihui Wang, Arnab Maity, Jianqing Fan

Publication date: 24 June 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3640594

zbMATH Keywords

local polynomialgeneralised additive modelmergers and acquisitionsparametric guideleveraged buyout

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items

Automatic structure recovery for generalized additive models, A Generic Path Algorithm for Regularized Statistical Estimation, Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood

Uses Software

• gamair

Cites Work

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