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Fitting a Multiple Regression Function

A statistical problem which finds a wide range of applications is the estimation of a regression function. In this document an estimate is proposed when there are at least two independent regressors. This is not a direct generalization of the Priestley-Chao estimate. Also presented is a consistent e...

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Main Authors: Ahmad,Ibrahim A, Lin,Pi-Erh
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Lin,Pi-Erh
description A statistical problem which finds a wide range of applications is the estimation of a regression function. In this document an estimate is proposed when there are at least two independent regressors. This is not a direct generalization of the Priestley-Chao estimate. Also presented is a consistent estimate for the error variance. With the aid of the variance estimate, an asymptotic confidence interval can be constructed.
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source DTIC Technical Reports
subjects Analysis of variance
Asymptotic normality
Confidence limits
Consistency
Convergence
Errors
Estimates
Fitting functions(Mathematics)
Kernels
Probability density functions
Random variables
Regression analysis
Statistics and Probability
title Fitting a Multiple Regression Function
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