n-uniformly consistent density estimation in nonparametric regression models

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 167
Issue: 2
Pages: 305-316

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper introduces a n-consistent estimator of the probability density function of the response variable in a nonparametric regression model. The proposed estimator is shown to have a (uniform) asymptotic normal distribution, and it is computationally very simple to calculate. A Monte Carlo experiment confirms our theoretical results. The results derived in the paper adapt general U-processes theory to the inclusion of infinite dimensional nuisance parameters.

Technical Details

RePEc Handle
repec:eee:econom:v:167:y:2012:i:2:p:305-316
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25