Uniform Convergence Results for the Local Linear Regression Estimation of the Conditional Distribution
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Srinjoy Das & Dimitris N. Politis, 2020. "Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points," The American Statistician, Taylor & Francis Journals, vol. 74(3), pages 233-242, July.
- Hansen, Bruce E., 2008. "Uniform Convergence Rates For Kernel Estimation With Dependent Data," Econometric Theory, Cambridge University Press, vol. 24(3), pages 726-748, June.
- Hall, Peter & Wolff, Rodney C. L. & Yao, Qiwei, 1999. "Methods for estimating a conditional distribution function," LSE Research Online Documents on Economics 6631, London School of Economics and Political Science, LSE Library.
- Yangin Fan & Emmanuel Guerre, 2016. "Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 489-537, Emerald Group Publishing Limited.
- Kong, Efang & Linton, Oliver & Xia, Yingcun, 2010.
"Uniform Bahadur Representation For Local Polynomial Estimates Of M-Regression And Its Application To The Additive Model,"
Econometric Theory, Cambridge University Press, vol. 26(5), pages 1529-1564, October.
- Efang Kong & Oliver Linton & Yingcun Xia, 2009. "Uniform Bahadur Representation for LocalPolynomial Estimates of M-Regressionand Its Application to The Additive Model," STICERD - Econometrics Paper Series 535, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Elias Masry, 1996. "Multivariate Local Polynomial Regression For Time Series:Uniform Strong Consistency And Rates," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(6), pages 571-599, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Haitian Xie, 2022. "Nonlinear and Nonseparable Structural Functions in Fuzzy Regression Discontinuity Designs," Papers 2204.08168, arXiv.org, revised Jul 2022.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Juan Carlos Escanciano, 2020. "Uniform Rates for Kernel Estimators of Weakly Dependent Data," Papers 2005.09951, arXiv.org.
- Rothe, Christoph & Firpo, Sergio, 2013.
"Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions,"
IZA Discussion Papers
7564, Institute of Labor Economics (IZA).
- Rothe, Christoph & Firpo, Sergio Pinheiro, 2013. "Semiparametric estimation and inference using doubly robust moment conditions," Textos para discussão 330, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Kanaya, Shin, 2017.
"Uniform Convergence Rates Of Kernel-Based Nonparametric Estimators For Continuous Time Diffusion Processes: A Damping Function Approach,"
Econometric Theory, Cambridge University Press, vol. 33(4), pages 874-914, August.
- Shin Kanaya, 2015. "Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach," CREATES Research Papers 2015-50, Department of Economics and Business Economics, Aarhus University.
- Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
- Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya, 2019. "Robust uniform inference for quantile treatment effects in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 211(2), pages 589-618.
- Bonsoo Koo & Oliver Linton, 2010.
"Semiparametric Estimation of Locally Stationary Diffusion Models,"
STICERD - Econometrics Paper Series
551, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Koo, Bonsoo & Linton, Oliver, 2010. "Semiparametric estimation of locally stationary diffusion models," LSE Research Online Documents on Economics 58186, London School of Economics and Political Science, LSE Library.
- Jesus Gonzalo & Jose Olmo, 2014.
"Conditional Stochastic Dominance Tests In Dynamic Settings,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
- Olmo, José, 2010. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1029, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Olmo, José, 2013. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1205, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Su, Liangjun & Lu, Xun, 2013. "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, vol. 176(2), pages 112-133.
- Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016.
"Testing for monotonicity in unobservables under unconfoundedness,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
- Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015. "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics 899, Boston College Department of Economics.
- Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2017.
"Are University Admissions Academically Fair?,"
The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 449-464, July.
- Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2012. "Are University Admissions Academically Fair?," Economics Series Working Papers 608, University of Oxford, Department of Economics.
- Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2014. "Are University Admissions Academically Fair?," CREATES Research Papers 2014-06, Department of Economics and Business Economics, Aarhus University.
- Bhattacharya, Debopam & Dupas, Pascaline, 2012.
"Inferring welfare maximizing treatment assignment under budget constraints,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 168-196.
- Debopam Bhattacharya & Pascaline Dupas, 2008. "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers 14447, National Bureau of Economic Research, Inc.
- Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015.
"Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series,"
Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
- Jiti Gao & Degui Li & Dag Tjostheim, 2009. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," School of Economics and Public Policy Working Papers 2009-26, University of Adelaide, School of Economics and Public Policy.
- Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
- Jiti Gao & Degui Li & Dag Tjøstheim, 2011. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers 13/11, Monash University, Department of Econometrics and Business Statistics.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016.
"Semiparametric Estimation With Generated Covariates,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers 2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
- Michael Vogt & Oliver Linton, 2015. "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers CWP06/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013.
"Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets,"
Economics Series Working Papers
646, University of Oxford, Department of Economics.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," NBER Working Papers 18833, National Bureau of Economic Research, Inc.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," CREATES Research Papers 2013-06, Department of Economics and Business Economics, Aarhus University.
- Li, Degui & Lu, Zudi & Linton, Oliver, 2012.
"Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates,"
Econometric Theory, Cambridge University Press, vol. 28(5), pages 935-958, October.
- Degui Li & Zudi Lu & Oliver Linton, 2011. "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers 16/11, Monash University, Department of Econometrics and Business Statistics.
- Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017.
"Semiparametric estimation of moment condition models with weakly dependent data,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 108-136, January.
- Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013. "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper 79686, University Library of Munich, Germany, revised 2016.
- Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017.
"Confidence Corridors for Multivariate Generalized Quantile Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
- Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014. "Confidence corridors for multivariate generalized quantile regression," SFB 649 Discussion Papers 2014-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Härdle, 2014. "Confidence Corridors for Multivariate Generalized Quantile Regression," SFB 649 Discussion Papers SFB649DP2014-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Cizek, Pavel & Sadikoglu, Serhan, 2022.
"Nonseparable Panel Models with Index Structure and Correlated Random Effects,"
Other publications TiSEM
7899deb9-0eda-47e6-a3b8-2, Tilburg University, School of Economics and Management.
- Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-01-17 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2112.08546. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.