Estimating the Conditional Error Distribution in Non-parametric Regression

DOI10.1111/j.1467-9469.2011.00763.xzbMath1246.62107OpenAlexW1546206958MaRDI QIDQ2911717

Natalie Neumeyer, Sebastian Kiwitt

Publication date: 1 September 2012

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00763.x

zbMATH Keywords

bootstraphypothesis testingkernel estimationempirical distribution functionempirical likelihoodheteroskedasticity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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