Pages that link to "Item:Q2516315"
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The following pages link to Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315):
Displayed 27 items.
- Large Sample Properties of Partitioning-Based Series Estimators (Q143957) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Nonparametric regression with selectively missing covariates (Q2024472) (← links)
- Geometrical smeariness -- a new phenomenon of Fréchet means (Q2073211) (← links)
- Generalized partial linear models with nonignorable dropouts (Q2075033) (← links)
- Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- When will the Covid-19 pandemic peak? (Q2224906) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- Penalized spline estimation in the partially linear model (Q2374410) (← links)
- Varying random coefficient models (Q2658751) (← links)
- ON THE CALCULATION OF RISK MEASURES USING LEAST-SQUARES MONTE CARLO (Q2986664) (← links)
- Specification testing in random coefficient models (Q4625073) (← links)
- INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
- ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459) (← links)
- Series estimation for single‐index models under constraints (Q5117660) (← links)
- SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION (Q5118573) (← links)
- Estimation of Optimal Individualized Treatment Rules Using a Covariate-Specific Treatment Effect Curve With High-Dimensional Covariates (Q5857150) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- A practical guide to compact infinite dimensional parameter spaces (Q5860955) (← links)
- Root-\(T\) consistent density estimation in GARCH models (Q5964750) (← links)