On efficient estimation in regression models with unknown scale functions

zbMath0824.62034MaRDI QIDQ1894107

Anton Schick

Publication date: 12 November 1995

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

zbMATH Keywords

nonparametric regressionparametricsemiparametricconvolution theoremleast squares estimatesheteroscedastic regressionefficient influence functionsleast dispersed regular estimatorsmooth error and covariate distributions

Mathematics Subject Classification ID

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

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