Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
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Publication:2439271
DOI10.1007/s13571-013-0057-4zbMath1282.62128OpenAlexW2008015914MaRDI QIDQ2439271
Kim P. Huynh, David T. Jacho-Chávez, Ba M. Chu
Publication date: 14 March 2014
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/79670/1/MPRA_paper_79670.pdf
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)
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Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ \(k\)NN estimation in functional partial linear modeling ⋮ Order statistics with multivariate concomitants: stochastic comparisons ⋮ Sheep in wolf's clothing: using the least squares criterion for quantile estimation ⋮ Semiparametric estimation of moment condition models with weakly dependent data
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