INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890)

scientific article; zbMATH DE number 7357673

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English	INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS	scientific article; zbMATH DE number 7357673

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instance of

scholarly article

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title

INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (English)

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zbMATH Open document ID

1467.62050

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DOI

10.1017/S0266466620000158

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11 June 2021

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full work available at URL

https://arxiv.org/abs/1909.12162

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Mathematics Subject Classification ID

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nonparametric series estimation

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MaRDI profile type

MaRDI publication profile

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arXiv ID

1909.12162

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cites work

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Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors

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Large Sample Properties of Partitioning-Based Series Estimators

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ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS

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Inference in Linear Regression Models with Many Covariates and Heteroscedasticity

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ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS

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Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

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Sieve \(M\) inference on irregular parameters

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Sieve inference on possibly misspecified semi-nonparametric time series models

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Sieve Extremum Estimates for Weakly Dependent Data

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Gaussian approximation of suprema of empirical processes

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Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

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Series estimation of semilinear models

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Confidence bands in density estimation

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Mathematical Foundations of Infinite-Dimensional Statistical Models

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A simple bootstrap method for constructing nonparametric confidence bands for functions

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THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY

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The Econometrics of Nonlinear Budget Sets

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Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter

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Uniform confidence bands for functions estimated nonparametrically with instrumental variables

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On a Problem of Adaptive Estimation in Gaussian White Noise

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Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set

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Q3428623

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Second Order Approximation in the Partially Linear Regression Model

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The Asymptotic Variance of Semiparametric Estimators

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Instrumental Variable Estimation of Nonparametric Models

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Nonparametric Estimation of Triangular Simultaneous Equations Models

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Root-N-Consistent Semiparametric Regression

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Stepwise Multiple Testing as Formalized Data Snooping

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Weak convergence and empirical processes. With applications to statistics

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Local asymptotics for regression splines and confidence regions

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OpenAlex ID

W3014004432

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Sitelinks

Mathematics(1 entry)

mardi Publication:4993890