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A kernel method of estimating structured nonparametric regression based on marginal integration

Linton, Oliver and Nielsen, J P (1995) A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika, 82. pp. 93-100. ISSN 0006-3444

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Identification Number: 10.1093/biomet/82.1.93

Abstract

We define a simple kernel procedure based on marginal integration that estimates the relevant univariate quantity in both additive and multiplicative nonparametric regression.

Item Type: Article
Official URL: http://biomet.oxfordjournals.org/
Additional Information: © 1995 Biometrika Trust
Divisions: Economics
Subjects: H Social Sciences > HB Economic Theory
JEL classification: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods
Date Deposited: 27 Apr 2007
Last Modified: 27 Oct 2024 03:09
URI: http://eprints.lse.ac.uk/id/eprint/1265

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