k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data

DOI10.1017/S026646661100079XzbMATH Open1419.62072OpenAlexW3125374069MaRDI QIDQ2909248FDOQ2909248

Authors: Ba Chu, David T. Jacho-Chávez 

Publication date: 30 August 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646661100079x

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Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

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Cited In (8)

• A simple ordered data estimator for inverse density weighted expectations
• Sheep in wolf's clothing: using the least squares criterion for quantile estimation
• Testing for risk aversion in first-price sealed-bid auctions
• Semiparametric estimation of moment condition models with weakly dependent data
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
• A weighted \(k\)-nearest neighbor density estimate for geometric inference
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
• Symmetrized multivariate \(k\)-NN estimators

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