scientific article; zbMATH DE number 3617369

MaRDI QIDQ4181114zbMATH OpenFDO

Authors Gérard Collomb

Publication date 1979

zbMATH Keywords

RegressionEconometricsNonparametric EstimationAsymptotically Efficient EstimatorAsymptotically Normal EstimatorsEstimator DerivativeInstrumental Variable TestKernel MethodLocal PowerRegression DerivativeSimultaneous Equation ModelSpecification TestsTime Series Cross Section ModelUniform Convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05)

Cited in

(11)

• Robust nonparametric estimation with missing data
• Convergence results for point processes estimators
• Goodness-of-fit test of the mark distribution in a point process with non-stationary marks
• Nonparametric, multidimensional estimation of regression derivatives.
• Uniform in bandwidth consistency of kernel-type function estimators
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Plug-in marginal estimation under a general regression model with missing responses and covariates
• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
• Weak and strong uniform consistency of kernel regression estimates
• Unbiased nonparametric estimation of the derivative of the mean

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