√n-uniformly consistent density estimation in nonparametric regression models

Journal of Econometrics

Volumn 167, Issue 2, 2012, Pages 305-316

  Escanciano, Juan Carlos ^a   Jacho Chávez, David T ^b  

^a INDIANA UNIVERSITY   (United States)

^b EMORY UNIVERSITY   (United States)

Author keywords

Density estimation; Kernel smoothing; U processes

Indexed keywords

CONSISTENT ESTIMATORS; DENSITY ESTIMATION; INFINITE DIMENSIONAL; KERNEL SMOOTHING; MONTE CARLO EXPERIMENTS; NON-PARAMETRIC REGRESSION; NUISANCE PARAMETER; THEORETICAL RESULT; U-PROCESSES;

NORMAL DISTRIBUTION;

REGRESSION ANALYSIS;

EID: 84857192123     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.09.017     Document Type: Conference Paper

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