Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
0
votes
1
answer
39
views
The nonparametric estimation in generalized regression model
Let $Y_t \in \mathbb{R}$ be a response variable and $X_t$ a $d$-dimensional explanatory variable. Assume we observe the process that $(X_1, Y_1), \cdots, (X_n, Y_n)$.
\begin{equation}
Y_{t} = \mu( …
0
votes
Accepted
The nonparametric estimation in generalized regression model
The asymptotic expression for $(\hat{m} - m)(x)$ is presented in the Appendix of Fan and Qao. So this question is meaningless.
1
vote
0
answers
49
views
semi-parametric regression
Suppose the observation $(X_1, Y_1), \ldots, (X_n, Y_n)$ satisfies the following semi-parametric model
$$Y_t = m(X_t, \alpha) + \sigma(X_t, \beta) U_t,$$
where $U_t$ is independent with $X_t$ with zer …