Empirical likelihood estimators for the error distribution in nonparametric regression models
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Publication:734542
DOI10.3103/S1066530708030058zbMath1231.62067OpenAlexW2091180189MaRDI QIDQ734542
Natalie Neumeyer, E.-R. Nagel, Sebastian Kiwitt
Publication date: 13 October 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530708030058
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
Related Items (10)
Estimating the Conditional Error Distribution in Non-parametric Regression ⋮ Multiplicative distortion measurement errors linear models with general moment identifiability condition ⋮ Efficient estimation of the error distribution in a varying coefficient regression model ⋮ A note on residual-based empirical likelihood kernel density estimation ⋮ Estimation of the density of regression errors by pointwise model selection ⋮ Estimating the error distribution function in semiparametric additive regression models ⋮ Estimation of the error distribution in a varying coefficient regression model ⋮ Empirical likelihood estimators for the error distribution in nonparametric regression models ⋮ Estimating the innovation distribution in nonparametric autoregression ⋮ Improved density and distribution function estimation
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