Asymptotic normality of Powell’s kernel estimator
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Volume (Year): 64 (2012)
Issue (Month): 2 (April)
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References listed on IDEAS
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877R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.
- Andrews, Donald W K, 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, Econometric Society, vol. 59(3), pages 817-58, May.
- Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
- Ahmad, Ibrahim A., 1992. "Residuals density estimation in nonparametric regression," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 133-139, May.
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- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Cheng, Fuxia, 2002. "Consistency of error density and distribution function estimators in nonparametric regression," Statistics & Probability Letters, Elsevier, vol. 59(3), pages 257-270, October.
- Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
- Sam Efromovich, 2007. "Optimal nonparametric estimation of the density of regression errors with finite support," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(4), pages 617-654, December.
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