A Convolution Estimator for the Density of Nonlinear Regression Observations
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Publication:2911718
DOI10.1111/j.1467-9469.2011.00762.xzbMath1246.62099OpenAlexW1940965022MaRDI QIDQ2911718
Publication date: 1 September 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/163901
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
Related Items
\(\sqrt{n}\)-consistent density estimation in semiparametric regression models ⋮ Root-\(n\) consistent kernel density estimation in practice ⋮ Estimating the density of a possibly missing response variable in nonlinear regression ⋮ Uniform convergence of convolution estimators for the response density in nonparametric regression ⋮ Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data ⋮ \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models ⋮ Non Standard Behavior of Density Estimators for Functions of Independent Observations
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