Nonparametric estimation in econometrics

DOI10.1016/S0362-546X(97)00320-9MaRDI QIDQ4378923zbMATH OpenOpenAlexFDO

Authors D. P. Papanastassiou, Dimitrios Ioannides

Publication date 1997

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0362-546x(97)00320-9

zbMATH Keywords

conditional density and distributionconsistencyDeconvolutionexponential boundmixingnonparametric estimationregression function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

Cites work

• A consistent nonparametric density estimator for the deconvolution problem
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Deconvolving kernel density estimators
• scientific article; zbMATH DE number 3840941 (Why is no real title available?)
• scientific article; zbMATH DE number 4205634 (Why is no real title available?)
• scientific article; zbMATH DE number 19721 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 775754 (Why is no real title available?)
• Moment inequalities for mixing sequences of random variables
• Multivariate probability density deconvolution for stationary random processes
• Multivariate regression estimation with errors-in-variables for stationary processes
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• Nonparametric regression with errors in variables
• Nonparametric regression with errors in variables and applications
• On the optimal rates of convergence for nonparametric deconvolution problems
• Optimal Rates of Convergence for Deconvolving a Density
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes

This page was built for publication: Nonparametric estimation in econometrics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4378923)