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Media type:
E-Article
Title:
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
Contributor:
Hansen, Bruce E.
imprint:
Cambridge University Press (CUP), 2008
Published in:Econometric Theory
Language:
English
DOI:
10.1017/s0266466608080304
ISSN:
0266-4666;
1469-4360
Origination:
Footnote:
Description:
<jats:p>This paper presents a set of rate of uniform consistency results for kernel estimators of density functions and regressions functions. We generalize the existing literature by allowing for stationary strong mixing multivariate data with infinite support, kernels with unbounded support, and general bandwidth sequences. These results are useful for semiparametric estimation based on a first-stage nonparametric estimator.</jats:p>