Consistent nonparametric estimation of error distributions in linear model (Q1180503): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / reviewed by | |||
Property / reviewed by: Q689164 / rank | |||
Property / reviewed by | |||
Property / reviewed by: José Rafael León / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Robust regression: Asymptotics, conjectures and Monte Carlo / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Approximation Theorems of Mathematical Statistics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3868610 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Almost sure convergence of nonparametric regression estimates / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 14:03, 15 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Consistent nonparametric estimation of error distributions in linear model |
scientific article |
Statements
Consistent nonparametric estimation of error distributions in linear model (English)
0 references
27 June 1992
0 references
Les auteurs construisent une méthode pour estimer la densité des erreurs dans un modèle de régression linéaire. La procédure est la suivante: d'abord on estime le paramètre du modèle par moindres carrés, en suite les résidus sont calculés et après ils sont utilisés pour construire un estimateur non paramétrique de la densité des erreurs. Ils montrent aussi que, sous certaines hypothèses pour la fenêtre d'estimations, il y a de la consistance faible, forte et uniforme selon le cas. Le travail fini avec un étude de simulation.
0 references
estimation of error distributions
0 references
linear models
0 references
consistency
0 references
simulations
0 references