UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

From MaRDI portal
Publication:3632398

DOI10.1017/S0266466608080304zbMath1284.62252MaRDI QIDQ3632398

Bruce E. Hansen

Publication date: 11 June 2009

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




Related Items (only showing first 100 items - show all)

Pseudo likelihood and dimension reduction for data with nonignorable nonresponseA nonparametric statistical procedure for the detection of marine pollutionEstimation for Functional Single Index Models with Unknown Link FunctionsConvergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty QuantificationVarying coefficient single-index regression model with missing responses under rank-based modellingNONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVESemi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processesSecond order expansions of estimators in nonparametric moment conditions models with weakly dependent dataTESTING FOR THE MARKOV PROPERTY IN TIME SERIESNonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension ReductionOn nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic processInsensitivity of Nadaraya–Watson estimators to design correlationDetermination and estimation of optimal quarantine duration for infectious diseases with application to data analysis of COVID‐19Efficient error variance estimation in non‐parametric regressionOn sufficient conditions for the consistency of local linear kernel estimatorsPredictive Inference Based on Markov Chain Monte Carlo OutputModel Checking for Parametric Ordinary Differential Equations SystemsOn Monte Carlo computation of posterior expectations with uncertaintyLocal linear regression with nonparametrically generated covariates for weakly dependent dataTime-varying additive model with autoregressive errors for locally stationary time seriesUsing monotonicity restrictions to identify models with partially latent covariatesBinary response models for heterogeneous panel data with interactive fixed effectsUniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applicationsUniversal kernel-type estimation of random fieldsYet another look at the omitted variable biasNONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELSUNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACHNonlinear Factor‐Augmented Predictive Regression Models with Functional CoefficientsDimension reduction in time series under the presence of conditional heteroscedasticityUniform convergence results for the local linear regression estimation of the conditional distributionEmpirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density EstimationSieve bootstrap inference for linear time-varying coefficient modelsTesting specification of distribution in stochastic frontier analysisLIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORSUNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSIONSpecification testing in nonparametric AR‐ARCH modelsEstimating nonlinear additive models with nonstationarities and correlated errorsKernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive ModelGeneralized Jackknife Estimators of Weighted Average DerivativesUNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATASemiparametric methods in nonlinear time series analysis: a selective reviewCHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSIONGeneralized M-estimation for the accelerated failure time modelSEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITYNonstationarity in time series of state densitiesGoodness-of-Fit Tests for Multiplicative Models with Dependent DataIntegral estimation based on Markovian designSpecification tests for the distribution of errors in nonparametric regression: a martingale approachThe LLN and CLT for U-statistics under cross-sectional dependenceRobust System Design with Limited Experimental Data and an Inexact Simulation ModelDynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet DataA Quantile‐based Test for Symmetry of Weakly Dependent ProcessesNONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATIONTesting for distributional features in varying coefficient panel data modelsA Projection-Based Nonparametric Test of Conditional Quantile IndependenceOn endogeneity and shape invariance in extended partially linear single index modelsSemiparametric Autoregressive Conditional Duration Model: Theory and PracticeTesting Additive Separability of Error Term in Nonparametric Structural ModelsEstimation of semi-varying coefficient models with nonstationary regressorsLocal linear estimation for covariate-adjusted varying-coefficient modelsThe asymptotic normality of internal estimator for nonparametric regressionSearching for the core variables in principal components analysisForecasting benchmarks of long-term stock returns via machine learningTesting for monotonicity in unobservables under unconfoundednessMinimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based modelsUniform convergence of estimator for nonparametric regression with dependent dataThe ensemble conditional variance estimator for sufficient dimension reductionDynamic quantile modelsNonparametric regression for locally stationary random fields under stochastic sampling designConditional variance estimator for sufficient dimension reductionFunctional-coefficient models for nonstationary time series dataSemiparametric dynamic portfolio choice with multiple conditioning variablesNonparametric independence screening via favored smoothing bandwidthA Convolution Estimator for the Density of Nonlinear Regression ObservationsA consistent bootstrap procedure for the maximum score estimatorAsymptotic distribution-free tests for semiparametric regressions with dependent dataCONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGSNonparametric regression for locally stationary functional time seriesSemiparametric estimation and testing of smooth coefficient spatial autoregressive modelsLocal polynomial estimations of time-varying coefficients for local stationary diffusion modelsLocal linear spatial quantile regressionSingle index quantile regression for censored dataStrong consistency of the internal estimator of nonparametric regression with dependent dataSparsely observed functional time series: estimation and predictionEfficient and adaptive linear regression in semi-supervised settingsTests for the equality of conditional variance functions in nonparametric regressionEstimating the error distribution in semiparametric transformation modelsA copula approach for dependence modeling in multivariate nonparametric time seriesConsistent nonparametric change point detection combining CUSUM and marked empirical processesSeeking relevant information from a statistical modelFunctional cointegration: definition and nonparametric estimationIdentification of unobserved distribution factors and preferences in the collective household modelNonparametric dynamic panel data models: kernel estimation and specification testingEstimating spatial quantile regression with functional coefficients: a robust semiparametric frameworkUniform convergence rates for a class of martingales with application in non-linear cointegrating regressionA semiparametric single index model with heterogeneous impacts on an unobserved variableSpecification testing for transformation models with an application to generalized accelerated failure-time modelsNonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failureTESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELSUniversal weighted kernel-type estimators for some class of regression models



Cites Work


This page was built for publication: UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA