Estimating linear functionals of the error distribution in nonparametric regression

DOI10.1016/S0378-3758(02)00412-3zbMath1031.62033MaRDI QIDQ1417795

Wolfgang Wefelmeyer, Anton Schick, Ursula U. Müller

Publication date: 6 January 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Influence functionEfficient estimatorLeave-one-out estimatorLocally polynomial smootherVariance estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (21)

Estimation of the density of regression errors ⋮ Specification tests in nonparametric regression ⋮ Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data ⋮ Estimating the Conditional Error Distribution in Non-parametric Regression ⋮ Adaptive estimation of error density in nonparametric regression with small sample size ⋮ Estimating functionals of the error distribution in parametric and nonparametric regression ⋮ Estimating the error distribution in semiparametric transformation models ⋮ A bootstrap version of the residual-based smooth empirical distribution function ⋮ Efficient estimation of the error distribution in a varying coefficient regression model ⋮ Regularization parameter selection in indirect regression by residual based bootstrap ⋮ Change‐Point Tests for the Error Distribution in Non‐parametric Regression ⋮ Estimation of the error distribution in a varying coefficient regression model ⋮ Optimal nonparametric estimation of the density of regression errors with finite support ⋮ Estimation of the error density in a semiparametric transformation model ⋮ Frontier estimation in nonparametric location-scale models ⋮ Empirical likelihood estimators for the error distribution in nonparametric regression models ⋮ Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions ⋮ Estimating the innovation distribution in nonparametric autoregression ⋮ Testing independence in nonparametric regression ⋮ Goodness-of-fit tests for parametric regression with selection biased data ⋮ Efficiently estimating the error distribution in nonparametric regression with responses missing at random

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