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Keyword: uniform convergence;

2 results found.

Econometrics Paper

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

Econometrics Paper

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...

August 2010