Minimum distance estimation in random coefficient regression models
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Publication:1896247
DOI10.1214/aos/1176325767zbMath0828.62031OpenAlexW1974165644MaRDI QIDQ1896247
Publication date: 21 August 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325767
minimization problemcharacteristic functionprediction intervalsemiparametricrandom coefficient regression modelscoefficient distributionconsistent nonparametric minimum distance methoddistribution estimateheteroscedastic multivariate linear regressioninverse Randon transformweak convergence metric
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