Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
DOI10.1016/J.SPL.2008.11.024zbMATH Open1158.62032OpenAlexW2085071395MaRDI QIDQ1012228FDOQ1012228
Authors: Ursula U. Müller, Anton Schick, Wolfgang Wefelmeyer
Publication date: 15 April 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.11.024
Recommendations
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Estimating linear functionals of the error distribution in nonparametric regression
- A bootstrap version of the residual-based smooth empirical distribution function
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression
- Non-parametric estimation of the residual distribution
Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
Cites Work
Cited In (31)
- Efficiently estimating the error distribution in nonparametric regression with responses missing at random
- Error variance function estimation in nonparametric regression models
- Efficiency in multivariate functional nonparametric models with autoregressive errors
- Estimating functionals of the error distribution in parametric and nonparametric regression
- Estimating the conditional error distribution in non-parametric regression
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression
- Parametric copula adjusted for non- and semiparametric regression
- A copula approach for dependence modeling in multivariate nonparametric time series
- Testing for additivity in partially linear regression with possibly missing responses
- Non-parametric estimation of the residual distribution
- Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity
- Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
- Estimating the error distribution function in semiparametric additive regression models
- Estimating linear functionals of the error distribution in nonparametric regression
- A conversation with Estate V. Khmaladze
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Estimating the error distribution in a single-index model
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
- Maximum empirical likelihood estimation and related topics
- Title not available (Why is that?)
- Estimation of the error distribution in a varying coefficient regression model
- Rate of convergence of the density estimation of regression residual
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
- Nonparametric estimation of the density of regression errors
- Error Estimates for Multivariate Regression on Discretized Function Spaces
- An updated review of goodness-of-fit tests for regression models
- Strongly consistent density estimation of the regression residual
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
- Uniform convergence of convolution estimators for the response density in nonparametric regression
- Title not available (Why is that?)
This page was built for publication: Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1012228)