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Nonparametric regression estimation at design poles and zeros

By N W Hengartner and Oliver Linton

Abstract

In most treatments of nonparametric regression, it is assumed that the marginal density of the explanatory variables is strictly bounded away from zero and infinity. This note investigates the pointwise asymptotics for nonparametric regression when this assumption fails, that is, the marginal density of the explanatory variable has either an isolated zero or a pole at the point of interest

Topics: HB Economic Theory
Publisher: Wiley-Blackwell
Year: 1996
DOI identifier: 10.2307/3315335
OAI identifier: oai:eprints.lse.ac.uk:1500
Provided by: LSE Research Online
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