On efficient estimation in regression models with unknown scale functions

MaRDI QIDQ1894107zbMATH OpenFDO

Authors Anton Schick

Publication date 12 November 1995

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

nonparametric regressionsemiparametricparametricconvolution theoremleast squares estimatesheteroscedastic regressionefficient influence functionsleast dispersed regular estimatorsmooth error and covariate distributions

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

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Cited in

(9)

• Efficient estimates in linear and nonlinear regression with heteroscedastic errors
• Testing for superiority among two regression curves
• Some developments in semiparametric statistics
• CONCOMITANT SCALE ESTIMATION IN REGRESSION PROBLEMS WITH INCREASING DIMENSION
• Efficient estimation of regression models with heteroscedastic errors
• Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
• On asymptotic differentiability of averages.
• Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
• Asymptotically uniformly most powerful tests in parametric and semiparametric models

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