SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS

DOI10.1017/S0266466601175067MaRDI QIDQ4807273zbMATH OpenFDO

Authors Oliver Linton, Zhijie Xiao

Publication date 18 May 2003

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466601175067

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Second Order Approximation in the Partially Linear Regression Model
• scientific article; zbMATH DE number 1916656
• Second Order Asymptotic Risks of Smoothed Linear Estimators in Nonparametric Regression Models
• Adaptive Bandwidth Choice for Kernel Regression
• Second order approximation in a linear regression with heteroskedasticity of unknown form

Cited in

(10)

• Second order representations of the least absolute deviation regression estimator
• Second Order Asymptotic Risks of Smoothed Linear Estimators in Nonparametric Regression Models
• scientific article; zbMATH DE number 1948536 (Why is no real title available?)
• scientific article; zbMATH DE number 1916656 (Why is no real title available?)
• Second Order Approximation in the Partially Linear Regression Model
• Second order approximation in a linear regression with heteroskedasticity of unknown form
• Asymptotic expansions for some semiparametric program evaluation estimators
• Two-step estimation in linear regressions with adaptive learning
• Dynamic Autoregressive Liquidity (DArLiQ)
• Second order optimality for estimators in time series regression models

This page was built for publication: SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4807273)