Efficient estimation of the error distribution in a varying coefficient regression model

DOI10.3103/S1066530717030024zbMath1383.62123OpenAlexW2760440186MaRDI QIDQ1695546

Anton Schick, Yilin Zhu

Publication date: 7 February 2018

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530717030024

zbMATH Keywords

nonparametric residualsefficient influence functionestimated score functionuniform stochastic expansion

Mathematics Subject Classification ID

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

Cites Work

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• Empirical likelihood estimators for the error distribution in nonparametric regression models
• On efficient estimation in regression models
• Estimating linear functionals of the error distribution in nonparametric regression
• Efficiency transfer for regression models with responses missing at random
• On the construction of efficient estimators in semiparametric models
• Estimating the error distribution function in semiparametric regression

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