Strong consistency of kernel estimator in a semiparametric regression model

DOI10.1080/02331888.2019.1656723zbMath1437.62246arXiv1811.02663OpenAlexW2971241449WikidataQ127331712 ScholiaQ127331712MaRDI QIDQ5205851

Guy Martial Nkiet, Emmanuel de Dieu Nkou

Publication date: 17 December 2019

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.02663

zbMATH Keywords

semiparametric regressionkernel estimatorstrong consistency

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Related Items (6)

Recursive kernel estimator in a semiparametric regression model ⋮ Wavelet-based estimation in a semiparametric regression model ⋮ Strong consistency of kernel method for sliced average variance estimation ⋮ Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications ⋮ Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors ⋮ Smoothed average variance estimation for dimension reduction with functional data

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