Convergence rates and asymptotic normality for series estimators

DOI10.1016/S0304-4076(97)00011-0zbMath0873.62049OpenAlexW2012455789MaRDI QIDQ1362062

Publication date: 3 August 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00011-0

zbMATH Keywords

convergence rates asymptotic normality polynomial regression regression splines nonlinear functionals of series estimators series estimators of conditional expectations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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