Strongly consistent density estimation of the regression residual
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Publication:712519
DOI10.1016/j.spl.2012.06.021zbMath1312.62047OpenAlexW1970516717MaRDI QIDQ712519
Publication date: 17 October 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.021
nonparametric regression estimationheteroscedastic regressionnonparametric kernel density estimationregression residual
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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Estimation of a distribution from data with small measurement errors, Revisiting the estimation of the error density in functional autoregressive models, Improved density and distribution function estimation
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