Parameterization and Inference for Nonparametric Regression Problems
Parameterization and Inference for Nonparametric Regression Problems
Summary We consider local likelihood or local estimating equations, in which a multivariate function Θ(·) is estimated but a derived function λ(·) of Θ(·) is of interest. In many applications, when most naturally formulated the derived function is a non-linear function of Θ(·). In trying to understand whether the derived …