Nonparametric estimation in econometrics

DOI10.1016/S0362-546X(97)00320-9zbMath1127.62430OpenAlexW2010196925MaRDI QIDQ4378923

D. P. Papanastassiou, Dimitrios Ioannides

Publication date: 1997

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(97)00320-9

zbMATH Keywords

consistencymixingexponential boundDeconvolutionregression functionnonparametric estimationconditional density and distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric estimation (62G05)

Cites Work

• Strong consistency and rates for deconvolution of multivariate densities of stationary processes
• On the optimal rates of convergence for nonparametric deconvolution problems
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Nonparametric regression with errors in variables
• Nonparametric regression with errors in variables and applications
• Multivariate probability density deconvolution for stationary random processes
• Multivariate regression estimation with errors-in-variables for stationary processes
• A consistent nonparametric density estimator for the deconvolution problem
• Deconvolving kernel density estimators
• Moment inequalities for mixing sequences of random variables
• Optimal Rates of Convergence for Deconvolving a Density
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