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

DOI10.1080/03610928608829325zbMATH Open0625.62029OpenAlexW2072858422MaRDI QIDQ3028095FDOQ3028095

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

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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)

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• Remarks on Some Nonparametric Estimates of a Density Function
• Probability Inequalities for Sums of Bounded Random Variables
• Estimation of Probability Density by an Orthogonal Series
• Title not available (Why is that?)
• On Estimation of a Probability Density Function and Mode
• Density Estimation by Orthogonal Series
• Estimation of a multivariate density
• Asymptotically optimal discriminant functions for pattern classification
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Consistency properties of nearest neighbor density function estimators
• A histogram method of density estimation
• Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives
• Mean squared errors of estimates of a density and its derivatives

Cited In (2)

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

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