Title of article
A note on “Convergence rates and asymptotic normality for series estimators”: uniform convergence rates
Author/Authors
de Jong، نويسنده , , Robert M.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2002
Pages
9
From page
1
To page
9
Abstract
This paper establishes improved uniform convergence rates for series estimators. Series estimators are 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.
Keywords
Nonparametric regression , Series estimation , Uniform consistency
Journal title
Journal of Econometrics
Serial Year
2002
Journal title
Journal of Econometrics
Record number
1558244
Link To Document