Symmetrized multivariate k-NN estimators

DOI10.1080/07474938.2014.956590zbMATH Open1491.62023OpenAlexW2030631358MaRDI QIDQ5863564FDOQ5863564

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

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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)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Approximation Theorems of Mathematical Statistics
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• Nonparametric econometrics. Theory and practice.
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• Local Regression and Likelihood
• A distribution-free theory of nonparametric regression
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• Smooth optimum kernel estimators near endpoints
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• The oscillation behavior of empirical processes: The multivariate case
• Conditional empirical processes
• 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
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
• Asymptotic normality of nearest neighbor regression function estimates
• \(k\)-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

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