KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST

DOI10.1017/S0266466608080298zbMath1284.62246MaRDI QIDQ3632397

Victoria Zinde-Walsh

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Generalized stochastic processes (60G20)

Related Items (2)

KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM ⋮ Asymptotic properties of the maximum likelihood estimator in regime switching econometric models

Cites Work

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• Change-points in nonparametric regression analysis
• Nonparametric regression with singular design.
• A test for singularity
• Nonparametric estimation of joint discrete-continuous probability densities with applications
• Nonparametric estimation of distributions with categorical and continuous data
• ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
• Estimation of Nonlinear Models with Measurement Error

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