Estimation of the error distribution in a varying coefficient regression model

DOI10.1080/10485252.2018.1429608zbMath1401.62064OpenAlexW2547978812MaRDI QIDQ4643627

Anton Schick, Xiaojie Du, Yilin Zhu

Publication date: 28 May 2018

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

Full work available at URL: https://doi.org/10.1080/10485252.2018.1429608

zbMATH Keywords

B-splinesconfidence bandnonparametric residualslocal quadratic smoothersuniform stochastic expansions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Related Items (1)

A robust varying coefficient approach to fuzzy multiple regression model

Uses Software

• R

Cites Work

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• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Estimating the error distribution function in semiparametric regression
• Varying Coefficient Regression Models: A Review and New Developments

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