A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression
This paper explores a paradox discovered in recent work by Phillips and Su (2009). That paper gave an example in which nonparametric regression is consistent whereas parametric regression is inconsistent even when the true regression functional form is known and used in regression. This appears to b...
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| المؤلفون الرئيسيون: | , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2009
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/soe_research/1169 https://ink.library.smu.edu.sg/context/soe_research/article/2168/viewcontent/Paradox_of_Inconsistent_Parametric_2009_wp.pdf |
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| المؤسسة: | Singapore Management University |
| اللغة: | English |