Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
From MaRDI portal
Publication:2439271
DOI10.1007/s13571-013-0057-4zbMath1282.62128OpenAlexW2008015914MaRDI QIDQ2439271
Kim P. Huynh, David T. Jacho-Chávez, Ba M. Chu
Publication date: 14 March 2014
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/79670/1/MPRA_paper_79670.pdf
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)
Related Items (5)
Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ \(k\)NN estimation in functional partial linear modeling ⋮ Order statistics with multivariate concomitants: stochastic comparisons ⋮ Sheep in wolf's clothing: using the least squares criterion for quantile estimation ⋮ Semiparametric estimation of moment condition models with weakly dependent data
Uses Software
Cites Work
- Unified approach to testing functional hypotheses in semiparametric contexts
- A simple ordered data estimator for inverse density weighted expectations
- Conditional independence, conditional mixing and conditional association
- Asymptotic normality of nearest neighbor regression function estimates
- An empirical central limit theorem for dependent sequences
- Asymptotic distribution of robust estimators for nonparametric models from mixing processes
- Data-driven bandwidth choice for density estimation based on dependent data
- Nonparametric estimation of conditional expectation
- Multivariate order statistics via multivariate concomitants
- Some mixing properties of time series models
- Weak convergence of \(k\)-NN density and regression estimators with varying \(k\) and applications
- Consistency of a nonparametric estimate of a density function for dependent variables
- Current developments in time series modelling
- Empirical distribution functions and functions of order statistics for mixing random variables
- Linear combination of concomitants of order statistics with application to testing and estimation
- Nonparametric function estimation involving time series
- Nearest neighbor estimators for random fields
- Consistency properties of nearest neighbor density function estimators
- General distribution theory of the concomitants of order statistics
- Multivariate k-nearest neighbor density estimates
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
- Distribution of the maximum of concomitants of selected order statistics
- Order statistics for nonstationary time series
- Stochastic comparisons and dependence among concomitants of order statistics
- New dependence coefficients. Examples and applications to statistics
- The mixing property of bilinear and generalised random coefficient autoregressive models
- Martingale approximations for sums of stationary processes.
- Optimal smoothing in single-index models
- Strong invariance principles for dependent random variables
- Semiparametric estimation for inverse density weighted expectations when responses are missing at random
- k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Remarks on Some Nonparametric Estimates of a Density Function
- Linear Estimation in Censored Samples from Multivariate Normal Populations
- Nonlinear Regression with Dependent Observations
- Approximation Theorems of Mathematical Statistics
- Non-strong mixing autoregressive processes
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- A nonparametric quantile analysis of growth and governance
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Multivariate empirical characteristic functions
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
- The asymptotic theory of concomitants of order statistics
- Concomitants and correlation estimates
- Almost sure invariance principles for partial sums of weakly dependent random variables
- Nearest-neighbour estimation of semiparametric regression models
- Generalized Partially Linear Single-Index Models
- Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
- Semiparametric Regression for the Applied Econometrician
- Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
- Some Bounds on the Rate of Convergence in the CLT for Martingales. I
- A Nonparametric Estimate of a Multivariate Density Function
- Nonlinear system theory: Another look at dependence
- Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Some Limit Theorems for Stationary Processes
- Combinatorial methods in density estimation
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
