Asymptotic Normality of a Combined Regression Estimator

Journal of Multivariate Analysis

Volumn 71, Issue 2, 1999, Pages 191-240

  Fan, Yanqin ^a   Ullah, Aman ^b  

^a UNIVERSITY OF WINDSOR   (Canada)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asymptotic distribution; convex combination; kernel estimation; model specification testing; parametric estimation; semiparametric estimation

Indexed keywords

EID: 0347178756     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1838     Document Type: Article

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