Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models

DOI10.1080/03610928608829325MaRDI QIDQ3028095zbMATH OpenOpenAlexFDO

Authors Aman Ullah, R. S. Singh

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://ir.lib.uwo.ca/cgi/viewcontent.cgi?article=1014&context=economicscdse_tr

zbMATH Keywords

asymptotic normalityconsistencyasymptotic biasesvariancesregression curvebandwidth functionmarginal and conditional densitymultivariate data generating process (DGP)Nonparametric recursive kernel estimatorsspecification of econometric models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• Estimation of a multivariate density
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Linear Statistical Inference and its Applications
• Mean squared errors of estimates of a density and its derivatives
• On Estimation of a Probability Density Function and Mode
• Probability Inequalities for Sums of Bounded Random Variables
• Remarks on Some Nonparametric Estimates of a Density Function
• Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives

Cited in

(2)

• Implementation of recursive nonparametric kernel estimation and a monte carlo study on its finite sample properties
• Modified nonparametric kernel estimates of a regression function and their consistencies with rates

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