On nonparametric estimation for cross-sectional sampled data under stationarity

DOI10.1214/23-EJS2163OpenAlexW4388494719MaRDI QIDQ6184889FDOQ6184889

Authors: Kwun Chuen Gary Chan, Hok Kan Ling, Sheung Chi Phillip Yam 

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-2/On-nonparametric-estimation-for-cross-sectional-sampled-data-under-stationarity/10.1214/23-EJS2163.full

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zbMATH Keywords

Grenander estimatorcross-sectional samplingshape-constrained inferencebackward recurrence timecurrent duration dataKiefer-Wolfowitze-type result

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cited In (2)

• Statistical estimation for stationary models with tapered data
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES

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