Efficient estimation for error component seemingly unrelated nonparametric regression models

DOI10.1007/s00184-009-0268-xzbMath1206.62081OpenAlexW1984948207MaRDI QIDQ622561

Jin-hong You, Bin Zhou, Qinfeng Xu

Publication date: 3 February 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0268-x

zbMATH Keywords

asymptotic normalityerror componenttwo-stage estimationmultivariate response

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items

Inference for seemingly unrelated linear mixed models ⋮ Efficient estimation of varying coefficient seemly unrelated regression model ⋮ A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors ⋮ A varying-coefficient approach to estimating multi-level clustered data models ⋮ ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS

Uses Software

• CRISP

Cites Work

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• Additive regression and other nonparametric models
• Nonparametric seemingly unrelated regression
• Bayesian geoadditive seemingly unrelated regression
• More efficient estimation of nonparametric panel data models with random effects
• Seemingly unrelated nonparametric models with positive correlation and constrained error variances
• Local regression for vector responses
• Weak and strong uniform consistency of kernel regression estimates
• Marginal nonparametric kernel regression accounting for within-subject correlation