n-consistent density estimation in semiparametric regression models

DOI10.1016/J.CSDA.2016.06.013zbMATH Open1466.62143OpenAlexW2471047867MaRDI QIDQ1658728FDOQ1658728

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

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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)

Cites Work

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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
• \(L_1\)-consistent estimation of the density of residuals in random design regression models
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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