Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Author "Yang, Lijian"

Now showing items 1-10 of 10

2002-10-02Buch

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

Yang, Lijian; Härdle, Wolfgang Karl; Park, Byeong U.
1999-10-14Buch

Hazard Regression

Grund, Birgit; Yang, Lijian
2005-09-29Buch

Hazard Regression

Grund, Birgit; Yang, Lijian
2005-10-12Buch

M Robustified Additive Nonparametric Regression

Tamine, Julien; Härdle, Wolfgang Karl; Yang, Lijian
1998-03-09Buch

Multivariate Plug-in Bandwidth for Local Linear Regression

Yang, Lijian; Tschernig, Rolf

Optimal bandwidths for local polynomial regression usually involve functionals of the derivatives of the unknown regression function. In the multivariate case, estimates of these functionals are not readily available, ...
1998-12-04Buch

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Yang, Lijian; Härdle, Wolfgang Karl; Nielsen, Jens P.

For over a decade, nonparametric modelling has been successfully applied to study nonlinear structures in financial time series. It is well known that the usual nonparametric models often have less than satisfactory ...
1998-02-16Buch

Nonparametric Estimation and Testing of Interaction in Additive Models

Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian

We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. ...
2000-10-01Buch

Nonparametric Estimation of Generalized Impulse Response Function

Tschernig, Rolf; Yang, Lijian
1997-07-01Buch

Nonparametric Lag Selection for Time Series

Tschernig, Rolf; Yang, Lijian

A nonparametric version of the Final Prediction Error (FPE) is proposed for lag selection in nonlinear autoregressive time series. We derive its consistency for both local constant and local linear estimators using a derived ...
2005-10-12Buch

R robustified additive nonparametric regression

Tamine, Julien; Härdle, Wolfgang Karl; Yang, Lijian