Nonparametric estimation in econometrics
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Publication:4378923
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
consistencymixingexponential boundDeconvolutionregression functionnonparametric estimationconditional density and distribution
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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