Nonlinear wavelet smoothing of error density in a semiparametric regression model

DOI10.1007/S11766-999-0043-9MaRDI QIDQ1807855zbMATH OpenOpenAlexFDO

Authors Genxiang Chai, Kejun Xu

Publication date 10 August 2000

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-999-0043-9

zbMATH Keywords

waveletsemiparametric regressionerror densityestimation of densitynonlinear weavelet

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear inference, regression (62J99) Asymptotic distribution theory in statistics (62E20)

Recommendations

• scientific article; zbMATH DE number 5054705
• Nonparametric estimation of the density of regression errors
• Wavelet estimate of error variance in a semiparametric regression model with martingale difference errors
• scientific article; zbMATH DE number 5520727
• Nonparametric estimation of the density of the regression noise

Cites work

• scientific article; zbMATH DE number 1536381 (Why is no real title available?)
• Asymptotic theory for estimation of error distribution in linear model
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators

Cited in

(1)

• The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression

This page was built for publication: Nonlinear wavelet smoothing of error density in a semiparametric regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1807855)