Fetching the paper…
Reading the bibliography…
Nonparametric methods play a central role in modern empirical work.
Hall, P., and Horowitz, J. L. (2013), “A Simple Bootstrap Method for Constructing Nonparametric Confidence Bands for Functions,” The Annals of Statistics , 41, 1892–1921
1921
Earlier work this paper cites.
James, G. S., and Mayne, A. J. (1962), “Cumulants of Functions of Random Variables,” Sankhyā , 24, 47–54
1962
Earlier work this paper cites.
Bhattacharya, R. N., and Rao, R. R. (1976), Normal Approximation and Asymptotic Expansions , John Wiley and Sons
1976
Earlier work this paper cites.
Schucany, W., and Sommers, J. P. (1977), “Improvement of Kernel Type Density Estimators,” Journal of the American Statistical Association , 72, 420–423
1977
Earlier work this paper cites.
Singh, R. S. (1977), “Improvement on Some Known Nonparametric Uniformly Consistent Estimators of Derivatives of a Density,” The Annals of Statistics , 5, 394–399
1977
Earlier work this paper cites.
Bhattacharya, R. N., and Ghosh, J. K. (1978), “On the Validity of the Formal Edgeworth Expansion,” The Annals of Statistics , 6, 434–451
1978
Earlier work this paper cites.
Stone, C. J. (1982), “Optimal Global Rates of Convergence for Nonparametric Regression,” The Annals of Statistics , 10, 1040–1053
1982
Earlier work this paper cites.
Gasser, T., Muller, H.-G., and Mammitzsch, V. (1985), “Kernels for Nonparametric Curve Estimation,” Journal of the Royal Statistical Society. Series B , 47, 238–252
1985
Earlier work this paper cites.
Silverman, B. W. (1986), Density Estimation for Statistics and Data Analysis , Chapman & Hall
1986
Earlier work this paper cites.
Muller, H.-G., and Stadtmuller, U. (1987), “Estimation of Heteroscedasticity in Regression Analysis,” The Annals of Statistics , 15, 610–625
1987
Earlier work this paper cites.
Hall, P. (1991), “Edgeworth Expansions for Nonparametric Density Estimators, with Applications,” Statistics , 22, 215–232
1991
Earlier work this paper cites.
Marron, J. S., and Wand, M. P. (1992), “Exact Mean Integrated Squared Error,” The Annals of Statistics , 20, 712–736
1992
Earlier work this paper cites.
Jones, M. C., and Foster, P. J. (1993), “Generalized Jackknifing and Higher Order Kernels,” Journal of Nonparametric Statistics , 3, 81–94
1993
Earlier work this paper cites.
Jones, M. C. (1994), “On Kernel Density Derivative Estimation,” Communications in Statistics - Theory and Methods , 23, 2133–2139
1994
Cited alongside, same era.
Ruppert, D., and Wand, M. P. (1994), “Multivariate Locally Weighted Least Squares Regression,” The Annals of Statistics , 22, 1346–1370
1994
Cited alongside, same era.
Ruppert, D., Sheather, S. J., and Wand, M. P. (1995), “An Effective Bandwidth Selector for Local Least Squares Regression,” Journal of the American Statistical Association , 90, 1257–1270
1995
Cited alongside, same era.
Wand, M., and Jones, M. (1995), Kernel Smoothing , Florida: Chapman & Hall/CRC
1995
Cited alongside, same era.
Fan, J., and Gijbels, I. (1996), Local polynomial modelling and its applications , London: Chapman and Hall
1996
Horowitz, J. L. (2009), Semiparametric and Nonparametric Methods in Econometrics , Springer
2009
Later among the works it cites.
Ruppert, D., Wand, M. P., and Carroll, R. (2009), Semiparametric Regression , New York: Cambridge University Press
2009
Later among the works it cites.
Kline, P., and Santos, A. (2012), “Higher order properties of the wild bootstrap under misspecification,” Journal of Econometrics , 171, 54–70
2012
Later among the works it cites.
Cattaneo, M. D., Crump, R. K., and Jansson, M. (2013), “Generalized Jackknife Estimators of Weighted Average Derivatives (with Discussion and Rejoinder),” Journal of the American Statistical Association , 108, 1243–1268
2013
Later among the works it cites.
Cattaneo, M. D., and Farrell, M. H. (2013), “Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators,” Journal of Econometrics , 174, 127–143
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Cited alongside, same era.
Jones, M. C., and Signorini, D. F. (1997), “A Comparison of Higher-Order Bias Kernel Density Estimators,” Journal of the American Statistical Association , 92, 1063–1073
1997
Cited alongside, same era.
Neumann, M. H. (1997), “Pointwise confidence intervals in nonparametric regression with heteroscedastic error structure,” Statistics , 29, 1–36
1997
Cited alongside, same era.
Hall, P., and Kang, K.-H. (2001), “Bootstrapping Nonparametric Density Estimators with Empirically Chosen Bandwidths,” The Annals of Statistics , 29, 1443–1468
2001
Cited alongside, same era.
Andrews, D. W. K. (2002), “Higher-Order Improvements of a Computationally Attractive k k -Step Bootstrap for Extremum Estimators,” Econometrica , 70, 119–162
2002
Cited alongside, same era.
Berry, S. M., Carroll, R. J., and Ruppert, D. (2002), “Bayesian Smoothing and Regression Splines for Measurement Error Problems,” Journal of the American Statistical Association , 97, 160–169
2002
Cited alongside, same era.
Chen, S. X., and Qin, Y. S. (2002), “Confidence Intervals Based on Local Linear Smoother,” Scandinavian Journal of Statistics , 29, 89–99
2002
Cited alongside, same era.
Abadie, A., and Imbens, G. W. (2008), “Estimation of the Conditional Variance in Paired Experiments,” Annales d’Economie et de Statistique , 175–187
2008
Cited alongside, same era.
2013
Later among the works it cites.
Loader, C. (2013), locfit: Local Regression, Likelihood and Density Estimation. , R package version 1.5-9.1
2013
Later among the works it cites.
MacKinnon, J. G. (2013), “Thirty Years of Heteroskedasticity-Robust Inference,” in Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis , eds. X. Chen and N. R. Swanson, Springer, pp. 437–461
2013
Later among the works it cites.
Calonico, S., Cattaneo, M. D., and Titiunik, R. (2014), “Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs,” Econometrica , 82, 2295–2326
2014
Later among the works it cites.
2015
Closest in time.
Mykland, P., and Zhang, L. (2015), “Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance,” Econometrica, forthcoming
2015
Closest in time.
Schennach, S. M. (2015), “A bias bound approach to nonparametric inference,” cemmap working paper CWP71/15
2015
Closest in time.
Calonico, S., Cattaneo, M. D., and Farrell, M. H. (2016), “Coverage Error Optimal Confidence Intervals for Regression Discontinuity Designs,” working paper
2016
Closest in time.