A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM

DOI10.1017/S026646660707017XzbMath1274.62292MaRDI QIDQ2886949

Oliver B. Linton, Zhijie Xiao

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

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Uses Software

• KernSmooth

Cites Work

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