Parameterization and Inference for Nonparametric Regression Problems
非参数回归问题中的参数化与推断
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 non-linear function is constant or linear, a problem arises with this approach: when the function is actually constant or linear, the expectation of the…