A Note on the Use of V and U Statistics in Nonparametric Models of Regression
- 1 June 2006
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 58 (2) , 389-406
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Efficient estimation of conditional variance functions in stochastic regressionBiometrika, 1998
- A CONSISTENT NONPARAMETRIC TEST OF PARAMETRIC REGRESSION MODELS UNDER CONDITIONAL QUANTILE RESTRICTIONSEconometric Theory, 1998
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional FormsEconometrica, 1996
- Nonparametric Estimation of Global Functionals and a Measure of the Explanatory Power of Covariates in RegressionThe Annals of Statistics, 1995
- Semiparametric estimation of censored selection models with a nonparametric selection mechanismJournal of Econometrics, 1993
- Design-adaptive Nonparametric RegressionJournal of the American Statistical Association, 1992
- Semiparametric Estimation of Index CoefficientsEconometrica, 1989
- Approximation Theorems of Mathematical Statistics1980
- Note on Conditions for Weak Convergence of Von Mises' Differentiable Statistical FunctionsThe Annals of Statistics, 1977
- A Class of Statistics with Asymptotically Normal DistributionThe Annals of Mathematical Statistics, 1948