\(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
From MaRDI portal
Publication:738156
DOI10.1016/j.jeconom.2011.09.017zbMath1441.62676MaRDI QIDQ738156
Juan Carlos Escanciano, David T. Jacho-Chávez
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.09.017
62P20: Applications of statistics to economics
62G08: Nonparametric regression and quantile regression
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
Related Items
Uniform convergence of convolution estimators for the response density in nonparametric regression, Non Standard Behavior of Density Estimators for Functions of Independent Observations
Uses Software