Consistent nonparametric estimation of error distributions in linear model

DOI10.1007/BF02005973zbMath0746.62035OpenAlexW1965236614MaRDI QIDQ1180503

Genxiang Chai, Zhuyu Li, Hong Tian

Publication date: 27 June 1992

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02005973

zbMATH Keywords

consistencylinear modelssimulationsestimation of error distributions

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

Related Items (6)

RCV-based error density estimation in the ultrahigh dimensional additive model ⋮ A multi-step kernel–based regression estimator that adapts to error distributions of unknown form ⋮ Revisiting the estimation of the error density in functional autoregressive models ⋮ Asymptotic normality of Powell's kernel estimator ⋮ Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models ⋮ Non-parametric estimation in contaminated linear model

Cites Work

• Unnamed Item
• Almost sure convergence of nonparametric regression estimates
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Approximation Theorems of Mathematical Statistics

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