Titlebook: Exploring Research Frontiers in Contemporary Statistics and Econometrics; A Festschrift for Lé Ingrid Van Keilegom,Paul W. Wilson Book 2012

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Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator,ters can achieve root-. consistency. The requirement of under-smoothing may result, as we show, from inefficient estimation methods or technical difficulties. Xia et al. (J. Roy. Statist. Soc. B. 64:363–410, 2002) proposed an adaptive method for the multiple-index model, called MAVE. In this chapter

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Glaci冰

Mechanics of Composite Materialsals its specific merits and strengths. We discuss nonparametric estimation of the extremile-based costs frontiers and establish asymptotic normality and weak convergence of the associated process. Empirical illustrations are provided.

Venules

譏諷

Estimating Frontier Cost Models Using Extremiles,als its specific merits and strengths. We discuss nonparametric estimation of the extremile-based costs frontiers and establish asymptotic normality and weak convergence of the associated process. Empirical illustrations are provided.

TEM

Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator,semi-parametric sense. Moreover, we derive higher-order expansions for our estimator and use them to define an optimal bandwidth for the purposes of index estimation. As a result we obtain a practically more relevant method and we show its superior performance in a variety of applications.

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大漩渦

胖人手藝好

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