Estimation of central shapes of error distributions in linear regression problems

DOI10.1007/S10463-012-0360-2MaRDI QIDQ1934473zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 28 January 2013

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-012-0360-2

zbMATH Keywords

regressionsubsampling\(L _{p }\) estimatorcentre exponent

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3824949 (Why is no real title available?)
• scientific article; zbMATH DE number 4012931 (Why is no real title available?)
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• A simple general approach to inference about the tail of a distribution
• Adaptive estimates of parameters of regular variation
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• Asymptotic Expansions of Estimators for the Tail Index with Applications
• Asymptotic behavior of hill's estimator for autoregressive data
• Comparison of tail index estimators
• LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS
• Nonparametric tail estimation using a double bootstrap method.
• On asymptotic normality of Hill's estimator for the exponent of regular variation
• Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
• Ratewise efficient estimation of regression coefficients based on \(L_p\) procedures
• SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
• Smoothing the Hill Estimator
• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

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