Uniform convergence of series estimators over function spaces
From MaRDI portal
(Redirected from Publication:3551006)
Recommendations
- A note on ``Convergence rates and asymptotic normality for series estimators: uniform convergence rates
- scientific article; zbMATH DE number 3954107
- Convergence rates and asymptotic normality for series estimators
- Convergence rates of orthogonal series regression estimators
- The asymptotic properties of conditional mean estimation with dependent functional data
Cites work
- A Conditional Kolmogorov Test
- A law of the logarithm for kernel density estimators
- A note on ``Convergence rates and asymptotic normality for series estimators: uniform convergence rates
- An empirical process approach to the uniform consistency of kernel-type function estimators
- Approximation of least squares regression on nested subspaces
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotic Theory of Integrated Conditional Moment Tests
- Convergence of stochastic processes
- Convergence rates and asymptotic normality for series estimators
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Dummy Endogenous Variables in Weakly Separable Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- New Donsker classes
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Nonparametric model checks for regression
- On Estimation of a Probability Density Function and Mode
- Optimal global rates of convergence for nonparametric regression
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Sieve Extremum Estimates for Weakly Dependent Data
- Simulation and the Asymptotics of Optimization Estimators
- Strong uniform consistency rates for estimators of conditional functionals
- The oscillation behavior of empirical processes: The multivariate case
- U-processes: Rates of convergence
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Weak convergence and empirical processes. With applications to statistics
Cited in
(12)- Functional estimation for time series: Uniform convergence properties
- A note on ``Convergence rates and asymptotic normality for series estimators: uniform convergence rates
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Semiparametric estimation with generated covariates
- scientific article; zbMATH DE number 5823960 (Why is no real title available?)
- scientific article; zbMATH DE number 3930029 (Why is no real title available?)
- Nonparametric regression with nonparametrically generated covariates
- The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
- Testing single-index restrictions with a focus on average derivatives
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Correcting for Endogeneity in Models with Bunching
This page was built for publication: Uniform convergence of series estimators over function spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3551006)