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Nearest-neighbour estimation of semiparametric regression models. (English) Zbl 0873.62043
Summary: Parameter estimates are proposed for semiparametric regression models with either linear or nonlinear parametric component, and arbitrarily many regressors in the nonparametric component. The estimates, which utilize nearest neighbour nonparametric regression, are shown to be consistent under mild conditions.

MSC:
62G07 Density estimation
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