Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models (Q3028095)

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Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models
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    Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models (English)
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    1986
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    marginal and conditional density
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    regression curve
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    asymptotic normality
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    Nonparametric recursive kernel estimators
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    multivariate data generating process (DGP)
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    asymptotic biases
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    variances
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    consistency
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    bandwidth function
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    specification of econometric models
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