On nonparametric estimation for cross-sectional sampled data under stationarity

DOI10.1214/23-EJS2163MaRDI QIDQ6184889zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

backward recurrence timecross-sectional samplingcurrent duration dataGrenander estimatorKiefer-Wolfowitze-type resultshape-constrained inference

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(3)

• Statistical estimation for stationary models with tapered data
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
• Shape-constrained estimation for current duration data in cross-sectional studies

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