This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Asymptotic properties of local polynomial regression with missing data and correlated errors

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
A. Pérez-González ()
J. Vilar-Fernández ()
W. González-Manteiga ()
Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://hdl.handle.net/10.1007/s10463-007-0136-2
File Format: text/html
File Function:
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 61 (2009)
Issue (Month): 1 (March)
Pages: 85-109
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:spr:aistmt:v:61:y:2009:i:1:p:85-109

Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102845

Order Information:
Web: http://link.springer.de/orders.htm

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: Local polynomial regression; Missing response and correlated errors;

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. W. H"Ardle & A. Tsybakov & L. Yang, . "Nonparametric Vector Autoregression," Sonderforschungsbereich 373 1996-61, Humboldt Universitaet Berlin.
  2. Hardle, W. & Tsybakov, A., 1997. "Local polynomial estimators of the volatility function in nonparametric autoregression," Journal of Econometrics, Elsevier, vol. 81(1), pages 223-242, November. [Downloadable!] (restricted)
  3. Wang Q. & Linton O. & Hardle W., 2004. "Semiparametric Regression Analysis With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January. [Downloadable!] (restricted)
    Other versions:
  4. J. Vilar-Fernández & J. Vilar-Fernández, 1998. "Recursive Estimation of Regression Functions by Local Polynomial Fitting," Annals of the Institute of Statistical Mathematics, Springer, vol. 50(4), pages 729-754, December. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? You can create a compilation of all publications of a group of people, say alumni of a program, your students or memers of an association.

This page was last updated on 2009-12-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.