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The approximate distribution of nonparametric regression estimates

  • Robinson, P. M.
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    An improved normal approximation is obtained for the joint distribution of kernel nonparametric regression estimates, in the presence of arbitrarily many stochastic regressors and heteroscedastic but conditionally normal errors. The approximation and its goodness are affected by kernel choice and bandwidth rate.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-3YCMVD9-W/2/d825c4edbd7f1114db07ff13ce2ae731
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    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 23 (1995)
    Issue (Month): 2 (May)
    Pages: 193-201

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    Handle: RePEc:eee:stapro:v:23:y:1995:i:2:p:193-201
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    1. Härdle, Wolfgang, 1984. "Robust regression function estimation," Journal of Multivariate Analysis, Elsevier, vol. 14(2), pages 169-180, April.
    2. Mack, Y.P. & Mu¨ller, Hans-Georg, 1987. "Adaptive nonparametric estimation of a multivariate regression function," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 169-183, December.
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