Local polynomial estimation of nonparametric general estimating equations
From MaRDI portal
Publication:6165360
DOI10.1016/j.spl.2023.109805zbMath1524.62142OpenAlexW4322012216MaRDI QIDQ6165360
Publication date: 4 July 2023
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2023.109805
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Improving generalised estimating equations using quadratic inference functions
- Nonparametric methods for inference in the presence of instrumental variables
- Mixing: Properties and examples
- Empirical likelihood and general estimating equations
- Nonparametric estimation equations for time series data.
- Sieve empirical likelihood ratio tests for nonparametric functions
- Multivariate locally weighted least squares regression
- Weak convergence and empirical processes. With applications to statistics
- A local generalized method of moments estimator
- Endogeneity in high dimensions
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Quasi-likelihood Estimation in Semiparametric Models
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Functional-Coefficient Regression Models for Nonlinear Time Series
- PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
This page was built for publication: Local polynomial estimation of nonparametric general estimating equations