Complex Nonparametric Models

点击翻译按钮获取中文摘要

In this project nonparametric models will be studied where several nonparametric components enter into the model. These models naturally generalize additive models where the nonparametric components are additively separable. In this project besides additive models the following type of such models will be considered: regression models with compositions of functions, models with missing data, models with shape constraints (with [A1]), transformation models, Markov models in finance (with [B4]) and inverse problems (with [B1],[B2],[B3]). More theoretical general aspects will be treated with [C3] and practical implementations in econometrics in collaboration with [A4] and [A5].