THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY

DOI10.1017/S0266466614000322zbMath1442.62085MaRDI QIDQ5247356

Bruce E. Hansen

Publication date: 24 April 2015

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

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

60E15: Inequalities; stochastic orderings

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