Symmetrized multivariate k-NN estimators

DOI10.1080/07474938.2014.956590MaRDI QIDQ5863564zbMATH OpenOpenAlexFDO

Authors Yanqin Fan, Ruixuan Liu

Publication date 3 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2014.956590

zbMATH Keywords

copulaconditional empirical processconditional quantile processlocal oscillation of empirical processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Recommendations

• Weak convergence of \(k\)-NN density and regression estimators with varying \(k\) and applications
• scientific article; zbMATH DE number 1536356
• scientific article; zbMATH DE number 1240852
• FDA: strong consistency of the kNN local linear estimation of the functional conditional density and mode
• scientific article; zbMATH DE number 3960776

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• A distribution-free theory of nonparametric regression
• Approximation Theorems of Mathematical Statistics
• Asymptotic normality of nearest neighbor regression function estimates
• Conditional empirical processes
• Estimating the density of a copula function
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
• Kernel and nearest-neighbor estimation of a conditional quantile
• Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
• Local Properties of k-NN Regression Estimates
• Local Regression and Likelihood
• Nonparametric econometrics. Theory and practice.
• Smooth optimum kernel estimators near endpoints
• The oscillation behavior of empirical processes
• The oscillation behavior of empirical processes: The multivariate case
• Weak convergence and empirical processes. With applications to statistics
• \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data

Cited in

(6)

• The Special Issue in Honor of Aman Ullah: An Overview
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
• Nonparametric Knn estimation with monotone constraints
• Symmetrizing k-nn and mutual k-nn smoothers
• A direct approach to inference in nonparametric and semiparametric quantile models
• Better nonparametric confidence intervals via robust bias correction for quantile regression

This page was built for publication: Symmetrized multivariate \(k\)-NN estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5863564)