Song, Kyungchul - In: Econometric Theory 24 (2008) 06, pp. 1463-1499
This paper considers a series estimator of <bold>E</bold>[α(<italic>Y</italic>)|λ(<italic>X</italic>) = λ̄], (α,λ) null 𝛢 × Λ, indexed by function spaces, and establishes the estimator's uniform convergence rate over λ̄ null <bold>R</bold>, α null 𝛢, and λ null Λ, when 𝛢 and Λ have a finite integral bracketing entropy. The rate of...
