Cross-Validation in Nonparametric Regression with Outliers
A limit theory is developed for multivariate regression in an explosive cointegrated system. The asymptotic behavior of the least squares estimator of the cointegrating coefficients is found to depend upon the precise relationship between the explosive re
Annals of Statistics
Institute of Mathematical Statistics
Leung, Denis H. Y..
Cross-Validation in Nonparametric Regression with Outliers. (2005). Annals of Statistics. 33, 2291-2310. Research Collection School Of Economics.
Available at: http://ink.library.smu.edu.sg/soe_research/127
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