A note on "Convergence rates and asymptotic normality for series estimators": uniform convergence rates

被引：11

作者：

de Jong, RM ^{[1
]}

机构：

[1] Michigan State Univ, Dept Econ, E Lansing, MI 48824 USA

来源：

JOURNAL OF ECONOMETRICS | 2002年 / 111卷 / 01期

关键词：

series estimation; uniform consistency; nonparametric regression;

D O I：

10.1016/S0304-4076(02)00113-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper establishes improved uniform convergence rates for series estimators. Series estimators arc least-squares fits of a regression function where the number of regressors depends on sample size. I will specialize my results to the cases of polynomials and regression splines. These results improves upon results obtained earlier by Newey, yet fail to attain the optimal rates of convergence. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：1 / 9

页数：9

共 50 条

[1] Convergence rates and asymptotic normality for series estimators
Newey, WK
[J]. JOURNAL OF ECONOMETRICS, 1997, 79 (01) : 147 - 168
[2] Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
Christensen, Timothy M.
[J]. JOURNAL OF ECONOMETRICS, 2015, 188 (02) : 447 - 465
[3] Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes
Van Zanten, H
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2001, 13 (06) : 833 - 850
[4] Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
Cattaneo, Matias D.
Farrell, Max H.
[J]. JOURNAL OF ECONOMETRICS, 2013, 174 (02) : 127 - 143
[5] ON RATES OF CONVERGENCE AND ASYMPTOTIC NORMALITY IN THE MULTIKNAPSACK PROBLEM
VANDEGEER, S
STOUGIE, L
[J]. MATHEMATICAL PROGRAMMING, 1991, 51 (03) : 349 - 358
[6] Note on convergence rates of semiparametric estimators of dependence index
Hall, P
Koul, HL
Turlach, BA
[J]. ANNALS OF STATISTICS, 1997, 25 (04): : 1725 - 1739
[7] Uniform convergence rates for nonparametric estimators smoothed by the beta kernel
Hirukawa, Masayuki
Murtazashvili, Irina
Prokhorov, Artem
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2022, 49 (03) : 1353 - 1382
[8] UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
Kristensen, Dennis
[J]. ECONOMETRIC THEORY, 2009, 25 (05) : 1433 - 1445
[9] NON-UNIFORM RATES OF CONVERGENCE TO NORMALITY FOR STRONG MIXING PROCESSES
DASGUPTA, R
[J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1988, 50 : 436 - 451
[10] OPTIMAL RATES OF CONVERGENCE FOR NONPARAMETRIC ESTIMATORS
STONE, CJ
[J]. ANNALS OF STATISTICS, 1980, 8 (06): : 1348 - 1360

← 1 2 3 4 5 →