A KERNEL-METHOD OF ESTIMATING STRUCTURED NONPARAMETRIC REGRESSION-BASED ON MARGINAL INTEGRATION

Citation
O. Linton et Jp. Nielsen, A KERNEL-METHOD OF ESTIMATING STRUCTURED NONPARAMETRIC REGRESSION-BASED ON MARGINAL INTEGRATION, Biometrika, 82(1), 1995, pp. 93-100
Citations number
15
Categorie Soggetti
Mathematical Methods, Biology & Medicine","Statistic & Probability
Journal title
ISSN journal
00063444
Volume
82
Issue
1
Year of publication
1995
Pages
93 - 100
Database
ISI
SICI code
0006-3444(1995)82:1<93:AKOESN>2.0.ZU;2-Z
Abstract
We define a simple kernel procedure based on marginal integration that estimates the relevant univariate quantity in both additive and multi plicative nonparametric regression.