Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271): Difference between revisions

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scientific article

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English	Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours	scientific article

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instance of

scholarly article

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title

Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (English)

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author

Ba M. Chu

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Kim P. Huynh

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David T. Jacho-Chávez

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published in

Sankhyā. Series B

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publication date

14 March 2014

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full work available at URL

https://mpra.ub.uni-muenchen.de/79670/1/MPRA_paper_79670.pdf

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zbMATH Keywords

k-nearest neighbours

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semiparametric estimation

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consumer surplus

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describes a project that uses

np

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MaRDI profile type

MaRDI publication profile

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cites work

Non-strong mixing autoregressive processes

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Q5577281

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Multivariate order statistics via multivariate concomitants

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Concomitants and correlation estimates

0 references

Weak convergence of \(k\)-NN density and regression estimators with varying \(k\) and applications

0 references

A new mixing notion and functional central limit theorems for a sieve bootstrap in time series

0 references

Consistency of a nonparametric estimate of a density function for dependent variables

0 references

Asymptotic distribution of robust estimators for nonparametric models from mixing processes

0 references

Q3739966

0 references

Generalized Partially Linear Single-Index Models

0 references

Q4183968

0 references

<i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA

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Multivariate empirical characteristic functions

0 references

The asymptotic theory of concomitants of order statistics

0 references

Q3843209

0 references

Convergence of Distributions Generated by Stationary Stochastic Processes

0 references

New dependence coefficients. Examples and applications to statistics

0 references

An empirical central limit theorem for dependent sequences

0 references

Combinatorial methods in density estimation

0 references

Q5614322

0 references

Unified approach to testing functional hypotheses in semiparametric contexts

0 references

Optimal smoothing in single-index models

0 references

Investigating Smooth Multiple Regression by the Method of Average Derivatives

0 references

Data-driven bandwidth choice for density estimation based on dependent data

0 references

Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss

0 references

Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence

0 references

A nonparametric quantile analysis of growth and governance

0 references

Some Limit Theorems for Stationary Processes

0 references

Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

0 references

Stochastic comparisons and dependence among concomitants of order statistics

0 references

Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors

0 references

A simple ordered data estimator for inverse density weighted expectations

0 references

Nonparametric estimation of conditional expectation

0 references

A Nonparametric Estimate of a Multivariate Density Function

0 references

Semiparametric estimation for inverse density weighted expectations when responses are missing at random

0 references

Multivariate k-nearest neighbor density estimates

0 references

Consistency properties of nearest neighbor density function estimators

0 references

Q3852976

0 references

Distribution of the maximum of concomitants of selected order statistics

0 references

A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications

0 references

The mixing property of bilinear and generalised random coefficient autoregressive models

0 references

Some mixing properties of time series models

0 references

Almost sure invariance principles for partial sums of weakly dependent random variables

0 references

Current developments in time series modelling

0 references

Empirical distribution functions and functions of order statistics for mixing random variables

0 references

Conditional independence, conditional mixing and conditional association

0 references

Some Bounds on the Rate of Convergence in the CLT for Martingales. I

0 references

Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form

0 references

Nearest-neighbour estimation of semiparametric regression models

0 references

A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

0 references

Remarks on Some Nonparametric Estimates of a Density Function

0 references

Approximation Theorems of Mathematical Statistics

0 references

Q4223074

0 references

Asymptotic normality of nearest neighbor regression function estimates

0 references

Q4306153

0 references

Order statistics for nonstationary time series

0 references

Nearest neighbor estimators for random fields

0 references

Nonparametric function estimation involving time series

0 references

Q2753007

0 references

Linear Estimation in Censored Samples from Multivariate Normal Populations

0 references

Q4135799

0 references

Nonlinear Regression with Dependent Observations

0 references

Nonlinear system theory: Another look at dependence

0 references

Strong invariance principles for dependent random variables

0 references

Martingale approximations for sums of stationary processes.

0 references

General distribution theory of the concomitants of order statistics

0 references

Linear combination of concomitants of order statistics with application to testing and estimation

0 references

Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function

0 references

Semiparametric Regression for the Applied Econometrician

0 references

Identifiers

zbMATH Open document ID

1282.62128

0 references

DOI

10.1007/s13571-013-0057-4

0 references

Mathematics Subject Classification ID

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0 references

0 references

0 references

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Sitelinks

Mathematics(1 entry)

mardi Publication:2439271

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+Normal rank
@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5577281
@@ Property / cites work: Q5577281 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate order statistics via multivariate concomitants
+Normal rank
@@ Property / cites work @@
+Concomitants and correlation estimates
@@ Property / cites work: Concomitants and correlation estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of \(k\)-NN density and regression estimators with varying \(k\) and applications
+Normal rank
@@ Property / cites work @@
+A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
+Normal rank
@@ Property / cites work @@
+Consistency of a nonparametric estimate of a density function for dependent variables
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution of robust estimators for nonparametric models from mixing processes
+Normal rank
@@ Property / cites work @@
+Q3739966
@@ Property / cites work: Q3739966 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Partially Linear Single-Index Models
@@ Property / cites work: Generalized Partially Linear Single-Index Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4183968
@@ Property / cites work: Q4183968 / rank @@
+Normal rank
@@ Property / cites work @@
+<i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
+Normal rank
@@ Property / cites work @@
+Multivariate empirical characteristic functions
@@ Property / cites work: Multivariate empirical characteristic functions / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic theory of concomitants of order statistics
+Normal rank
@@ Property / cites work @@
+Q3843209
@@ Property / cites work: Q3843209 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Distributions Generated by Stationary Stochastic Processes
+Normal rank
@@ Property / cites work @@
+New dependence coefficients. Examples and applications to statistics
+Normal rank
@@ Property / cites work @@
+An empirical central limit theorem for dependent sequences
+Normal rank
@@ Property / cites work @@
+Combinatorial methods in density estimation
@@ Property / cites work: Combinatorial methods in density estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q5614322
@@ Property / cites work: Q5614322 / rank @@
+Normal rank
@@ Property / cites work @@
+Unified approach to testing functional hypotheses in semiparametric contexts
+Normal rank
@@ Property / cites work @@
+Optimal smoothing in single-index models
@@ Property / cites work: Optimal smoothing in single-index models / rank @@
+Normal rank
@@ Property / cites work @@
+Investigating Smooth Multiple Regression by the Method of Average Derivatives
+Normal rank
@@ Property / cites work @@
+Data-driven bandwidth choice for density estimation based on dependent data
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
+Normal rank
@@ Property / cites work @@
+Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
+Normal rank
@@ Property / cites work @@
+A nonparametric quantile analysis of growth and governance
+Normal rank
@@ Property / cites work @@
+Some Limit Theorems for Stationary Processes
@@ Property / cites work: Some Limit Theorems for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
+Normal rank
@@ Property / cites work @@
+Stochastic comparisons and dependence among concomitants of order statistics
+Normal rank
@@ Property / cites work @@
+Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
+Normal rank
@@ Property / cites work @@
+A simple ordered data estimator for inverse density weighted expectations
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of conditional expectation
+Normal rank
@@ Property / cites work @@
+A Nonparametric Estimate of a Multivariate Density Function
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation for inverse density weighted expectations when responses are missing at random
+Normal rank
@@ Property / cites work @@
+Multivariate k-nearest neighbor density estimates
@@ Property / cites work: Multivariate k-nearest neighbor density estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency properties of nearest neighbor density function estimators
+Normal rank
@@ Property / cites work @@
+Q3852976
@@ Property / cites work: Q3852976 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the maximum of concomitants of selected order statistics
+Normal rank
@@ Property / cites work @@
+A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
+Normal rank
@@ Property / cites work @@
+The mixing property of bilinear and generalised random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+Some mixing properties of time series models
@@ Property / cites work: Some mixing properties of time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure invariance principles for partial sums of weakly dependent random variables
+Normal rank
@@ Property / cites work @@
+Current developments in time series modelling
@@ Property / cites work: Current developments in time series modelling / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical distribution functions and functions of order statistics for mixing random variables
+Normal rank
@@ Property / cites work @@
+Conditional independence, conditional mixing and conditional association
+Normal rank
@@ Property / cites work @@
+Some Bounds on the Rate of Convergence in the CLT for Martingales. I
+Normal rank
@@ Property / cites work @@
+Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
+Normal rank
@@ Property / cites work @@
+Nearest-neighbour estimation of semiparametric regression models
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
+Normal rank
@@ Property / cites work @@
+Remarks on Some Nonparametric Estimates of a Density Function
+Normal rank
@@ Property / cites work @@
+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4223074
@@ Property / cites work: Q4223074 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of nearest neighbor regression function estimates
+Normal rank
@@ Property / cites work @@
+Q4306153
@@ Property / cites work: Q4306153 / rank @@
+Normal rank
@@ Property / cites work @@
+Order statistics for nonstationary time series
@@ Property / cites work: Order statistics for nonstationary time series / rank @@
+Normal rank
@@ Property / cites work @@
+Nearest neighbor estimators for random fields
@@ Property / cites work: Nearest neighbor estimators for random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric function estimation involving time series
+Normal rank
@@ Property / cites work @@
+Q2753007
@@ Property / cites work: Q2753007 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Estimation in Censored Samples from Multivariate Normal Populations
+Normal rank
@@ Property / cites work @@
+Q4135799
@@ Property / cites work: Q4135799 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+Strong invariance principles for dependent random variables
+Normal rank
@@ Property / cites work @@
+Martingale approximations for sums of stationary processes.
+Normal rank
@@ Property / cites work @@
+General distribution theory of the concomitants of order statistics
+Normal rank
@@ Property / cites work @@
+Linear combination of concomitants of order statistics with application to testing and estimation
+Normal rank
@@ Property / cites work @@
+Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
+Normal rank
@@ Property / cites work @@
+Semiparametric Regression for the Applied Econometrician
+Normal rank