scientific article; zbMATH DE number 2148869
zbMATH Open1059.62035MaRDI QIDQ4660422FDOQ4660422
Authors: Ursula U. Müller, Anton Schick, Wolfgang Wefelmeyer 
Publication date: 21 March 2005
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efficient estimatorplug-in estimatorOwen estimatorempirical likelihood estimatorweighted residual-based density estimator
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)
Cited In (19)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
- Efficient estimation of the error distribution in a varying coefficient regression model
- Estimating the density of a possibly missing response variable in nonlinear regression
- Asymptotic normality of Powell's kernel estimator
- Some developments in semiparametric statistics
- Revisiting the estimation of the error density in functional autoregressive models
- Efficient prediction for linear and nonlinear autoregressive models
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- Nonparametric tilted density function estimation: a cross-validation criterion
- Estimating the density of the residuals in autoregressive models
- Estimating the innovation distribution in nonlinear autoregressive models
- Estimation of the error distribution in a varying coefficient regression model
- Estimators for alternating nonlinear autoregression
- Efficient density estimation in an AR(1) model
- Spatially smoothed kernel densities with application to crop yield distributions
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models
- Plug-in estimators for higher-order transition densities in autoregression
- Estimating linear functionals in nonlinear regression with responses missing at random
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