ESTIMATING ADDITIVE NONPARAMETRIC MODELS BY PARTIAL Lq NORM: THE CURSE OF FRACTIONALITY

B-Tier
Journal: Econometric Theory
Year: 2001
Volume: 17
Issue: 6
Pages: 1037-1050

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a new method for estimating additive nonparametric regression models based on taking the Lq median of a sample of kernel estimators. We establish the consistency and asymptotic normality of our procedures. The rate of convergence depends on the value of q. For q > 3/2 one has the usual one-dimensional rate, but if q ≤ 3/2 the rate can be slower.

Technical Details

RePEc Handle
repec:cup:etheor:v:17:y:2001:i:06:p:1037-1050_17
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25