Linton, Oliver (2001) Estimating additive nonparametric models by partial Lq norm: the curse of fractionality. Econometric Theory, 17 (6). pp. 1037-1050. ISSN 0266-4666
|
PDF
Download (227kB) | Preview |
Abstract
We propose a new method for estimating additive nonparametric regression models based on taking the Lq median of a sample of kernel estimators. We establish the consistency and asymptotic normality of our procedures. The rate of convergence depends on the value of q. For q > 3/2 one has the usual one-dimensional rate, but if q [less-than-or-equal] 3/2 the rate can be slower.
| Item Type: | Article |
|---|---|
| Official URL: | http://journals.cambridge.org/action/displayJourna... |
| Additional Information: | © 2001 Cambridge University Press |
| Divisions: | Financial Markets Group STICERD Economics |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 15 Feb 2008 |
| Last Modified: | 13 Sep 2024 21:27 |
| URI: | http://eprints.lse.ac.uk/id/eprint/319 |
Actions (login required)
 |
View Item |
Download Statistics
Download Statistics