A multi-step kernel–based regression estimator that adapts to error distributions of unknown form

DOI10.1080/03610926.2020.1741625OpenAlexW3010695074MaRDI QIDQ5079205

Hugo Reichardt, Jan G. De Gooijer

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1741625

zbMATH Keywords

EM algorithmadaptive estimationlinear regressionkernel density estimateleast squares estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Statistics (62-XX)

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