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

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