Midlands State University Library

Nonparametric estimation of regression functions with discrete regressors (Record no. 164487)

MARC details
000 -LEADER
fixed length control field 01531nam a22002537a 4500
003 - CONTROL NUMBER IDENTIFIER
control field ZW-GwMSU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240322080906.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240322b |||||||| |||| 00| 0 eng d
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 02664666
040 ## - CATALOGING SOURCE
Original cataloging agency MSU
Language of cataloging English
Transcribing agency MSU
Description conventions rda
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139.T52 ECO
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ouyang, Desheng
Relator term author
245 10 - TITLE STATEMENT
Title Nonparametric estimation of regression functions with discrete regressors
Statement of responsibility, etc. created by Desheng Ouyang, Qi Li and Jeffrey S. Racine
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cambridge:
Name of producer, publisher, distributor, manufacturer Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2009.
336 ## - CONTENT TYPE
Source rdacontent
Content type term text
Content type code txt
337 ## - MEDIA TYPE
Source rdamedia
Media type term unmediated
Media type code n
338 ## - CARRIER TYPE
Source rdacarrier
Carrier type term volume
Carrier type code nc
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Econometric theory
Volume/sequential designation Volume 25, number 1
520 3# - SUMMARY, ETC.
Summary, etc. We consider the problem of estimating a nonparametric regression model containing categorical regressors only. We investigate the theoretical properties of least squares cross-validated smoothing parameter selection, establish the rate of convergence (to zero) of the smoothing parameters for relevant regressors, and show that there is a high probability that the smoothing parameters for irrelevant regressors converge to their upper bound values, thereby automatically smoothing out the irrelevant regressors. A small-scale simulation study shows that the proposed cross-validation-based estimator performs well in finite-sample settings.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Regression analysis
Form subdivision Nonparametric statistics
General subdivision Estimation theory
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Li, Qi
Relator term co author
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://doi.org/10.1017/S0266466608090014
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Journal Article
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Serial Enumeration / chronology Total Checkouts Full call number Date last seen Copy number Price effective from Koha item type Public note
    Library of Congress Classification     Main Library Main Library - Special Collections 22/06/2010 Vol. 25, no.1 (pages 1-42)   HB139.T52 ECO 22/03/2024 SP3256 22/03/2024 Journal Article For In House Use Only