IDEAS home Printed from https://ideas.repec.org/a/cup/etheor/v1y1985i01p7-26_01.html
   My bibliography  Save this article

The Estimation of Nonparametric Functions in a Hilbert Space

Author

Listed:
  • Bergstrom, A. R.

Abstract

This paper is concerned with the estimation of a nonlinear regression function which is not assumed to belong to a prespecified parametric family of functions. An orthogonal series estimator is proposed, and Hilbert space methods are used in the derivation of its properties and the proof of several convergence theorems. One of the main objectives of the paper is to provide the theoretical basis for a practical stopping rule which can be used for determining the number of Fourier coefficients to be estimated from a given sample.

Suggested Citation

  • Bergstrom, A. R., 1985. "The Estimation of Nonparametric Functions in a Hilbert Space," Econometric Theory, Cambridge University Press, vol. 1(1), pages 7-26, April.
  • Handle: RePEc:cup:etheor:v:1:y:1985:i:01:p:7-26_01
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0266466600010975/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jun Yu, 2009. "Econometric Analysis of Continuous Time Models : A Survey of Peter Phillips’ Work and Some New Results," Microeconomics Working Papers 23046, East Asian Bureau of Economic Research.
    2. Jun YU, 2009. "Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results," Working Papers 21-2009, Singapore Management University, School of Economics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:1:y:1985:i:01:p:7-26_01. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters). General contact details of provider: https://www.cambridge.org/ect .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.