n-uniformly consistent density estimation in nonparametric regression models
From MaRDI portal
Publication:738156
Recommendations
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
- Consistency of error density and distribution function estimators in nonparametric regression.
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression
- Uniform convergence of convolution estimators for the response density in nonparametric regression
Cites work
- A convolution estimator for the density of nonlinear regression observations
- A simple ordered data estimator for inverse density weighted expectations
- Bootstrapping general empirical measures
- Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
- Common functional principal components
- Endogenous selection or treatment model estimation
- Estimating Densities of Functions of Observations
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Estimating the innovation distribution in nonlinear autoregressive models
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Forecasting functional time series
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- Inference for Density Families Using Functional Principal Component Analysis
- Non-parametric estimation of the residual distribution
- On Estimation of a Probability Density Function and Mode
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- On the estimation of the marginal density of a moving average process
- Optimal bandwidth choice for density-weighted averages
- Optimal global rates of convergence for nonparametric regression
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
- Remarks on Some Nonparametric Estimates of a Density Function
- Root n consistent and optimal density estimators for moving average processes
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- Rootnconsistent density estimators for sums of independent random variables
- Semiparametric Estimation of Index Coefficients
- Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Specification tests in nonparametric regression
- Tests for independence in nonparametric regression
- Uniform Central Limit Theorems
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- Weak convergence and empirical processes. With applications to statistics
Cited in
(18)- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
- Root-\(n\) consistent kernel density estimation in practice
- Estimation of the error density in a semiparametric transformation model
- Uniform convergence of convolution estimators for the response density in nonparametric regression
- A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
- Non standard behavior of density estimators for functions of independent observations
- Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density
- Alternative asymptotics and the partially linear model with many regressors
- Estimation of a functional single index model with dependent errors and unknown error density
- Distribution-free tests of stochastic monotonicity
- A joint test for parametric specification and independence in nonlinear regression models
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
- Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation
- A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
- A hybrid nonparametric multivariate density estimator with applications to risk management
This page was built for publication: \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q738156)
