\(\sqrt{n}\)-consistent density estimation in semiparametric regression models
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Publication:1658728
DOI10.1016/j.csda.2016.06.013zbMath1466.62143OpenAlexW2471047867MaRDI QIDQ1658728
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2016.06.013
Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items (3)
Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models ⋮ A joint test for parametric specification and independence in nonlinear regression models ⋮ Testing independence between exogenous variables and unobserved errors
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