Uniform in bandwidth consistency of smooth varying coefficient estimators

Economics Bulletin

Volumn 29, Issue 3, 2009, Pages 1889-1895

  Escanciano, Juan carlos ^a   Jacho chavez, David ^a  

^a INDIANA UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77952927134     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

References (6)

1. Andrews, D. W. K. 1995, Nonparametric kernel estimation for semiparametric models, Econometric Theory, 11, pp. 560-596.
2. Dony, J., Einmahl, U., and Mason, D. M. 2006, Uniform in bandwidth consistency of local polynomial regression function estimators, Austrian Journal of Statistics, 35 (2 & 3), pp. 105-120.
3. Einmahl, U. and Mason, D. M. 2005, Uniform in bandwidth consistency of kernel-type function estimators, Annals of Statistics, 33 (3), pp. 1380-1403.
4. Hastie, T. and Tibshirani, R. 1993, Varying-coefficient models, Journal of the Royal Statistical Society. Series B (Methodological), 55 (4), pp. 757-796.
5. Li, Q., Huang, C. J., Li, D., and Fu, T.-T. 2002, Semiparametric smooth coefficient models, Journal of Business & Economic Statistics, 20 (3), pp. 412-422.
6. van der Vaart, A. W. and Wellner, J. A. 1996, Weak convergence and empirical processes With applications to statistics, Springer Series in Statistics, New York: Springer-Verlag, 1st edition, pp.xvi+508.