\(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models

DOI10.1016/j.jeconom.2011.09.017zbMath1441.62676MaRDI QIDQ738156

Juan Carlos Escanciano, David T. Jacho-Chávez

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.09.017

zbMATH Keywords

kernel smoothing; density estimation; \(U\)-processes

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

Uses Software

• np