Local polynomial estimation of nonparametric general estimating equations

DOI10.1016/J.SPL.2023.109805MaRDI QIDQ6165360zbMATH OpenOpenAlexFDO

Authors Francesco Bravo

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

zbMATH Keywords

\(\alpha\)-mixingestimating equationslocal polynomial estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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Cited in

(5)

• Local polynomial fitting of the equipercentile equating function: strong uniform consistency
• Local polynomial regresssion estimators in survey sampling.
• Local polynomial estimations of time-varying coefficients for local stationary diffusion models
• An alternative local polynomial estimator for the error-in-variables problem
• Instrumental variable regression with varying-intensity repeated treatments

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