The approximate distribution of nonparametric regression estimates
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- P. M. Robinson, 1983. "Nonparametric Estimators For Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(3), pages 185-207, May.
- Härdle, Wolfgang, 1984. "Robust regression function estimation," Journal of Multivariate Analysis, Elsevier, vol. 14(2), pages 169-180, April.
- Mack, Y.P. & Mu¨ller, Hans-Georg, 1987. "Adaptive nonparametric estimation of a multivariate regression function," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 169-183, December.
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- Giraitis, Liudas & Robinson, Peter, 2002. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 2130, London School of Economics and Political Science, LSE Library.
- Velasco, Carlos & Robinson, Peter M., 2001.
"Edgeworth Expansions For Spectral Density Estimates And Studentized Sample Mean,"
Econometric Theory, Cambridge University Press, vol. 17(3), pages 497-539, June.
- Robinson, Peter M. & Velasco, Carlos, 2000. "Edgeworth expansions for spectral density estimates and studentized sample mean," LSE Research Online Documents on Economics 2148, London School of Economics and Political Science, LSE Library.
- Velasco, Carlos & Robinson, Peter M., 2001. "Edgeworth expansions for spectral density estimates and studentized sample mean," LSE Research Online Documents on Economics 315, London School of Economics and Political Science, LSE Library.
- Peter M Robinson & Carlos Velasco, 2000. "Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539," STICERD - Econometrics Paper Series 390, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Liudas Giraitis & Peter M Robinson, 2002. "Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory," STICERD - Econometrics Paper Series 438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Giraitis, L. & Robinson, P.M., 2003. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 291, London School of Economics and Political Science, LSE Library.
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Keywords
Nonparametric regression Stochastic regressors Kernel estimates Higher-order approximate distribution Optimal bandwidth Higher-order kernel;Statistics
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