Welsh, Alan; Yee, T W
We explore a class of vector smoothers based on local polynomial regression for fitting nonparametric regression models which have a vector response. The asymptotic bias and variance for the class of estimators are derived for two different ways of representing the variance matrices within both a seemingly unrelated regression and a vector measurement error framework. We show that the asymptotic behaviour of the estimators is different in these four cases. In addition, the placement of the...[Show more]
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