\(L_1\)-consistent estimation of the density of residuals in random design regression models

DOI10.1016/j.spl.2011.09.023zbMath1229.62042OpenAlexW2012765588MaRDI QIDQ654496

Tina Felber, Michael Kohler, Adam Krzyżak, Luc P. Devroye

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.023

zbMATH Keywords

density estimationnonparametric regressionresidualsuniversal consistency\(L_{1}\) error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Estimation of a distribution from data with small measurement errors, Rate of convergence of the density estimation of regression residual, Strongly consistent density estimation of the regression residual

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