A note on residual-based empirical likelihood kernel density estimation

DOI10.1214/10-EJS586zbMath1329.62190OpenAlexW2100480630MaRDI QIDQ1952105

Natalie Neumeyer, Birte Muhsal

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1291903542

zbMATH Keywords

kernel estimationnonparametric regressionlikelihood methoderror distributionasymptotic mean squared errorsecond order expansions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

Related Items (3)

Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density ⋮ Improved density and distribution function estimation ⋮ Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood estimators for the error distribution in nonparametric regression models
• Extending the scope of empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood based hypothesis testing
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
• Estimation of the density of regression errors
• Non-parametric Estimation of the Residual Distribution
• Methodology and Algorithms of Empirical Likelihood
• Remarks on Some Nonparametric Estimates of a Density Function
• BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
• Comparison of parametric and empirical likelihood functions
• EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
• Testing symmetry in nonparametric regression models
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Estimating the error distribution function in semiparametric regression

This page was built for publication: A note on residual-based empirical likelihood kernel density estimation