Estimating functionals of the error distribution in parametric and nonparametric regression
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- scientific article; zbMATH DE number 1337346
Cites work
- scientific article; zbMATH DE number 1181283 (Why is no real title available?)
- A characterization of limiting distributions of regular estimates
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- Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Empirical process of residuals for high-dimensional linear models
- Estimating linear functionals of the error distribution in nonparametric regression
- Estimating the innovation distribution in nonlinear autoregressive models
- Estimation of heteroscedasticity in regression analysis
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
- Non-parametric estimation of the residual distribution
- Nonparametric estimating equations based on a penalized information criterion
- Nonparametric quasi-likelihood
- On Quasi Likelihood Equations with Non-parametric Weights
- On efficient estimation in regression models
- Quasi-likelihood models and optimal inference
- Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
- Testing for superiority among two regression curves
- The empirical distribution function of residuals from generalised regression
- Weighted empirical processes in dynamic nonlinear models.
Cited in
(17)- The functional model for error in variables regression: General study and example
- Specification tests in nonparametric regression
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
- Non-parametric estimation of the residual distribution
- Models as approximations. II. A model-free theory of parametric regression
- A consistent estimator in general functional errors-in-variables models.
- scientific article; zbMATH DE number 6607894 (Why is no real title available?)
- Some developments in semiparametric statistics
- Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
- Empirical likelihood estimators for the error distribution in nonparametric regression models
- Error Estimates for Multivariate Regression on Discretized Function Spaces
- A bootstrap version of the residual-based smooth empirical distribution function
- scientific article; zbMATH DE number 4199350 (Why is no real title available?)
- Estimating linear functionals of the error distribution in nonparametric regression
- Error variance function estimation in nonparametric regression models
- Goodness-of-fit tests for parametric regression with selection biased data
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