Standard Errors for Nonparametric Regression
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DOI: 10.1080/07474938.2020.1772563
Abstract: Abstract This paper proposes five pointwise consistent and asymptotic normal estimators of the asymptotic variance function of the Nadaraya-Watson kernel estimator for nonparametric regression. The proposed estimators are constructed based on the first-stage nonparametric residuals,… read more here.
Keywords: errors nonparametric; nonparametric regression; standard errors; regression ... See more keywords