This appendix summarizes properties of nonparametric density, mean-regression, and quantile-regression estimators that are used in the text. Härdle (1990), Silverman (1986), and Fan and Gijbels (1996) provide more detailed presentations of kernel and local polynomial estimators. Newey (1997) provides a detailed discussion of series estimators of conditional mean functions. Bhattacharya and Gangopadhyay (1990), Chaudhuri (1991a), Fan et al. (1994), and Horowitz and Lee (2005) discuss nonparametric quantile estimation.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2009 Springer Science+Business Media, LLC
About this chapter
Cite this chapter
Horowitz, J.L. (2009). Appendix. In: Semiparametric and Nonparametric Methods in Econometrics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-92870-8_7
Download citation
DOI: https://doi.org/10.1007/978-0-387-92870-8_7
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-92869-2
Online ISBN: 978-0-387-92870-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)