English, Article, Journal or magazine article edition: Nonlinear wavelet smoothing of error distribution in a semi-parametric model Z. Li; G. Chai; K.Xu

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/49295
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Nonlinear wavelet smoothing of error distribution in a semi-parametric model
Author
  • Z. Li
  • G. Chai
  • K.Xu
Physical Description
  • preprint
Notes
  • Consider a semiparametric model yi =​ xi' beta + g(ti )+ei; i =​ 1;2..., n, error ei are i.i.d. random variables from unknown distribution f(e). In this paper, we propose a nonlinear wavelet estimator ^f(e) of f(e) based on residuals ê =​yi - ^yi here restriction of uniformly continuous on f(e) might beavoided. Following the way used in Hall et al (1995), we provide an asymptotic formula for the mean integrated squared error of ^ f(e), some numerical examples will be given in the end of the paper.
  • wavelet, semiparametric model, nonlinear wavelet estimator, income distribution
  • RePEc:bon:bonsfa:567
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment