Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models

DOI10.1080/03610928608829325zbMath0625.62029OpenAlexW2072858422MaRDI QIDQ3028095

Aman Ullah, Radhey S. Singh

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://ir.lib.uwo.ca/cgi/viewcontent.cgi?article=1014&context=economicscdse_tr

zbMATH Keywords

consistencyasymptotic normalityasymptotic biasesvariancesregression curvebandwidth functionmarginal and conditional densitymultivariate data generating process (DGP)Nonparametric recursive kernel estimatorsspecification of econometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (2)

Modified nonparametric kernel estimates of a regression function and their consistencies with rates ⋮ Implementation of recursive nonparametric kernel estimation and a monte carlo study on its finite sample properties

Cites Work

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• Asymptotically optimal discriminant functions for pattern classification
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• Linear Statistical Inference and its Applications
• On Estimation of a Probability Density Function and Mode

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