On efficient estimation in regression models with unknown scale functions (Q1894107)

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On efficient estimation in regression models with unknown scale functions
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    On efficient estimation in regression models with unknown scale functions (English)
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    12 November 1995
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    nonparametric regression
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    convolution theorem
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    heteroscedastic regression
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    smooth error and covariate distributions
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    least dispersed regular estimator
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    efficient influence functions
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    least squares estimates
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    parametric
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    semiparametric
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