A nonparametric regression estimator that adapts to error distribution of unknown form
From MaRDI portal
Publication:2886949
DOI10.1017/S026646660707017XzbMATH Open1274.62292MaRDI QIDQ2886949FDOQ2886949
Authors: Oliver Linton, Zhijie Xiao 
Publication date: 14 May 2012
Published in: Econometric Theory (Search for Journal in Brave)
Recommendations
- Kernel adjusted nonparametric regression
- Estimating the conditional error distribution in non-parametric regression
- Empirical likelihood estimators for the error distribution in nonparametric regression models
- Adaptive nonparametric regression with conditional heteroskedasticity
- scientific article; zbMATH DE number 5520727
Cites Work
- Local likelihood density estimation
- Locally parametric nonparametric density estimation
- Local linear regression smoothers and their minimax efficiencies
- Generalized Additive Models: Some Applications
- Root-N-Consistent Semiparametric Regression
- Design-adaptive Nonparametric Regression
- On adaptive estimation
- Local Estimating Equations
- One-step Local Quasi-likelihood Estimation
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Non-parametric estimation of the residual distribution
- Local Maximum Likelihood Estimation and Inference
- Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
- One-Step Huber Estimates in the Linear Model
- Miscellanea. Efficient estimation of additive nonparametric regression models
- Local Polynomial Estimation in Multiparameter Likelihood Models
- Efficient estimation in semiparametric GARCH models
- Direct estimation of low-dimensional components in additive models.
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Local nonlinear least squares: using parametric information in nonparametric regression
- A Semiparametric Maximum Likelihood Estimator
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
- Multivariate regression estimation: Local polynomial fitting for time series
- Adaptive maximum likelihood estimators of a location parameter
- On adaptive estimation in stationary ARMA processes
- Asymptotically efficient adaptive rank estimates in location models
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
- The Kernel Estimate of a Regression Function in Likelihood-Based Models
- Adaptive estimation in time series regression models
- Adaptive estimation of cointegrating regressions with ARMA errors
- Bandwidth Selection for Local Linear Regression Smoothers
- Semiparametric Regression in Likelihood-Based Models
Cited In (27)
- An adaptive estimation of MAVE
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
- Modeling epigenetic modifications under multiple treatment conditions
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
- Upper bounds for errors of estimators in a problem of nonparametric regression: the adaptive case and the case of unknown measure \(\rho _X\)
- Adaptive estimation for varying coefficient models with nonstationary covariates
- Nonparametric regression with filtered data
- Adaptive estimation of error density in nonparametric regression with small sample size
- Determining the number of effective parameters in kernel density estimation
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- Nonparametric adaptive estimation of linear regression models with the unknown error distribution
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
- Standard errors for nonparametric regression
- Kernel Density-Based Linear Regression Estimate
- Dynamic Autoregressive Liquidity (DArLiQ)
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
- Adaptive estimation for varying coefficient models
- Empirical likelihood estimators for the error distribution in nonparametric regression models
- Adaptive nonparametric estimation of spatio-temporal models with unknown error distributions
- Variable selection through adaptive MAVE
- Kernel adjusted nonparametric regression
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Robust linear regression: A review and comparison
- Partially adaptive estimation via the maximum entropy densities
- Adaptive likelihood estimator of conditional variance function
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
- Nonparametric regression estimation with general parametric error covariance
Uses Software
This page was built for publication: A nonparametric regression estimator that adapts to error distribution of unknown form
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2886949)
