Browsing by Author "Park, Byeong U."

Now showing items 1-5 of 5

2012-08-09Buch

Additive Models

Mammen, Enno; Park, Byeong U.; Schienle, Melanie

We give an overview over smooth backfitting type estimators in additive models. Moreover we illustrate their wide applicability in models closely related to additive models such as nonparametric regression with dependent ...
2005-09-06Buch

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang Karl

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys ...
2002-10-02Buch

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian; Härdle, Wolfgang Karl; Park, Byeong U.
1997-08-01Buch

On Estimation of Monotone and Concave Frontier Functions

Gijbels, I.; Mammen, Enno; Park, Byeong U.; Simar, Léopold

When analyzing the productivity of firms, one may want to compare how the firms transform a set of inputs x (typically labor, energy or capital) into an output y (typically a quantity of goods produced). The economic ...
2007-04-26Buch

Time Series Modelling with Semiparametric Factor Dynamics

Borak, Szymon; Härdle, Wolfgang Karl; Mammen, Enno; Park, Byeong U.

High-dimensional regression problems which reveal dynamic behavior are typically analyzed by time propagation of a few number of factors. The inference on the whole system is then based on the low-dimensional time series ...