Estimation in Nonparametric Regression with Non-Regular Errors
From MaRDI portal
Publication:3585264
DOI10.1080/03610920802339833zbMath1318.62135MaRDI QIDQ3585264
Wolfgang Wefelmeyer, Ursula U. Müller
Publication date: 19 August 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802339833
frontier estimation; boundary estimation; extreme observation; empirical mid-range; nonregular error distribution
62F12: Asymptotic properties of parametric estimators
62G08: Nonparametric regression and quantile regression
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Parametric approximations of nonparametric frontiers
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- Minimax theory of image reconstruction
- Maximum likelihood estimation of a translation parameter of a truncated distribution
- On the estimation of the extreme-value index and large quantile estimation
- Bhattacharyya bound of variances of unbiased estimators in nonregular cases
- The lower bound for the variance of unbiased estimators for one- directional family of distributions
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- Asymptotic optimality of estimators in non-regular cases
- On polynomial estimators of frontiers and boundaries
- Nonparametric frontier estimation by linear programming
- Maximum likelihood estimation of translation parameter of truncated distribution. II
- Limiting distributions of linear programming estimators
- Superconsistent estimation and inference in structural econometric models using extreme order statistics.
- Bandwidth choice for local polynomial estimation of smooth boundaries
- Efficient estimation of monotone boundaries
- Non-regular statistical estimation
- Estimation of non-sharp support boundaries
- Extremal quantile regression
- Frontier estimation via kernel regression on high power-transformed data
- Sur la distribution limite du terme maximum d'une série aléatoire
- Maximum likelihood estimation in a class of nonregular cases
- Regression Quantiles
- Nonregular regression
- On Estimation of Monotone and Concave Frontier Functions
- Statistics of Extremes
- Asymptotic Theory for M-Estimators of Boundaries
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- The Order of the Minimum Variance in a Non-Regular Case
- Minimum Variance Order when Estimating the Location of an Irregularity in the Density
- Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
- On extreme regression quantiles
- Estimation of a support curve via order statistics
