scientific article; zbMATH DE number 2148869

zbMATHMaRDI QIDQ4660422FDO

Authors Ursula U. Müller, Anton Schick, Wolfgang Wefelmeyer

Publication date 21 March 2005

zbMATH Keywords

efficient estimatorplug-in estimatorOwen estimatorempirical likelihood estimatorweighted residual-based density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30)

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Cited in

(19)

• Efficient estimation of the error distribution in a varying coefficient regression model
• Efficient density estimation in an AR(1) model
• Estimating the innovation distribution in nonlinear autoregressive models
• Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
• Estimators for alternating nonlinear autoregression
• Spatially smoothed kernel densities with application to crop yield distributions
• Estimating the density of a possibly missing response variable in nonlinear regression
• Plug-in estimators for higher-order transition densities in autoregression
• Asymptotic normality of Powell's kernel estimator
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• Estimation of the error distribution in a varying coefficient regression model
• Revisiting the estimation of the error density in functional autoregressive models
• Law of the iterated logarithm for error density estimators in nonlinear autoregressive models
• Some developments in semiparametric statistics
• Estimating linear functionals in nonlinear regression with responses missing at random
• Estimating the density of the residuals in autoregressive models
• Efficient prediction for linear and nonlinear autoregressive models
• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
• Nonparametric tilted density function estimation: a cross-validation criterion

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