Residuals density estimation in nonparametric regression

DOI10.1016/0167-7152(92)90077-IzbMath0785.62035OpenAlexW2088693949MaRDI QIDQ1198997

Ibrahim A. Ahmad

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90077-i

zbMATH Keywords

consistencyasymptotic normalityresidual estimatorsresidual variancefunction regressionfixed design regression modelkernel estimate of residuals density

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Diagnostics, and linear inference and regression (62J20)

Related Items

Estimation of a distribution from data with small measurement errors, 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, \(L_1\)-consistent estimation of the density of residuals in random design regression models, Rate of convergence of the density estimation of regression residual, Strongly consistent density estimation of the regression residual, Improved density and distribution function estimation

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