THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY

DOI10.1017/S0266466614000322zbMath1442.62085MaRDI QIDQ5247356

Bruce E. Hansen

Publication date: 24 April 2015

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

Related Items (4)

Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions ⋮ Robust nonlinear regression estimation in null recurrent time series ⋮ Solving Euler equations via two-stage nonparametric penalized splines ⋮ INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS

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