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Nonparametric Density and Regression Estimation

โœ Scribed by John DiNardo and Justin L. Tobias


Book ID
125768873
Publisher
American Economic Association
Year
2001
Tongue
English
Weight
552 KB
Volume
15
Category
Article
ISSN
0895-3309

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This paper considers the problem of estimating the error density and distribution function in nonparametric regression models. Su cient conditions are given under which the histogram error density estimator based on nonparametric residuals is uniformly weakly and strongly consistent, and L 1 -consis