Local linear estimating equations: uniform consistency and rate of convergence

DOI10.1080/10485250500039270MaRDI QIDQ4675951zbMATH OpenOpenAlexFDO

Authors Søren Feodor Nielsen

Publication date 6 May 2005

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250500039270

zbMATH Keywords

missing datalocal linear regressionlocal likelihoodlocal quasi-likelihoodEuclidean class

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• scientific article; zbMATH DE number 51940 (Why is no real title available?)
• A note on kernel assisted estimators in missing covariate regression
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Local Estimating Equations
• Local linear regression for generalized linear models with missing data.
• Robust Statistics
• Simulation and the Asymptotics of Optimization Estimators
• Weak and strong uniform consistency of kernel regression estimates
• Weak convergence and empirical processes. With applications to statistics
• Weighted Semiparametric Estimation in Regression Analysis With Missing Covariate Data

Cited in

(1)

• Local Estimating Equations

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