Minimum distance estimation in random coefficient regression models

DOI10.1214/aos/1176325767zbMath0828.62031OpenAlexW1974165644MaRDI QIDQ1896247

P. W. Millar, Rudolf Beran

Publication date: 21 August 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325767

zbMATH Keywords

minimization problemcharacteristic functionprediction intervalsemiparametricrandom coefficient regression modelscoefficient distributionconsistent nonparametric minimum distance methoddistribution estimateheteroscedastic multivariate linear regressioninverse Randon transformweak convergence metric

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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