n-consistent density estimation in semiparametric regression models

DOI10.1016/J.CSDA.2016.06.013MaRDI QIDQ1658728zbMATH OpenOpenAlexFDO

Authors Shuo Li, Yundong Tu

Publication date 15 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2016.06.013

zbMATH Keywords

density estimationendogeneityempirical processkernel smoothingmisspecificationparametric guide

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(8)

• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
• Testing independence between exogenous variables and unobserved errors
• Semiparametric reconstruction of the density function which is based on the generalized lambda-distribution in the problem of identification of regression models
• L₁-consistent estimation of the density of residuals in random design regression models
• scientific article; zbMATH DE number 1931548 (Why is no real title available?)
• scientific article; zbMATH DE number 1104468 (Why is no real title available?)
• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
• A joint test for parametric specification and independence in nonlinear regression models

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