Browsing by Author "Horowitz, Joel L."

Now showing items 1-4 of 4

1999-01-01Buch

An adaptive, rate-optimal test of a parametric model against a nonparametric alternative

Horowitz, Joel L.; Spokoiny, Vladimir

We develop a new test of a parametric model of a conditional mean function against a nonparametric alternative. The test adapts to the unknown smoothness of the alternative model and is uniformly consistent against ...
2001-08-01Buch

Bootstrap Methods For Time Series

Härdle, Wolfgang Karl; Horowitz, Joel L.; Kreiss, Jens-Peter

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s data or a model estimated from the data. The methods that are available for implementing the bootstrap and the ...
1998-04-17Buch

Internet Based Econometric Computing

Härdle, Wolfgang Karl; Horowitz, Joel L.

Modern econometrics requires implementation of highly specialized software. In contrast to mathematical arguments used in implementing new econometric techniques the corresponding software algorithms require specific ...
2005-10-12Buch

Nonparametric Estimation of an Additive Model with a Link Function

Horowitz, Joel L.; Mammen, Enno

This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically ...