Hengartner, N W and Linton, Oliver (1996) Nonparametric regression estimation at design poles and zeros. Canadian journal of statistics, 24 (4). pp. 583-591. ISSN 0319-5724
Abstract
In most treatments of nonparametric regression, it is assumed that the marginal density of the explanatory variables is strictly bounded away from zero and infinity. This note investigates the pointwise asymptotics for nonparametric regression when this assumption fails, that is, the marginal density of the explanatory variable has either an isolated zero or a pole at the point of interest.
| Item Type: | Article |
|---|---|
| Official URL: | http://onlinelibrary.wiley.com/journal/10.1002/%28... |
| Additional Information: | © 1996 John Wiley & Sons |
| Uncontrolled Keywords: | asymptotes, kernels,local linear regression, nonparametric regression |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods |
| Sets: | Departments > Economics Collections > Economists Online |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/1500/ |
Actions (login required)
 |
Record administration - authorised staff only |
