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On the uniform convergence of deconvolution estimators from repeated measurements
Daisuke Kurisu and Taisuke Otsu
This paper studies the uniform convergence rates of Li and Vuong's (1998) nonparametric deconvolution estimator and its regularized version by Comte and Kappus (2015) for the classical measurement error model, where repe...Read more...
22 July 2019
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate
Degui Li, Zudi Lu and Oliver Linton
Local linear fitting is a popular nonparametric method in nonlinear statistical and econometric modelling. Lu and Linton (2007) established the point wise asymptotic distribution (central limit theorem) for the local lin...Read more...