Estimating functionals of the error distribution in parametric and nonparametric regression

DOI10.1080/10485250310001624846zbMATH Open1072.62030OpenAlexW2012222861MaRDI QIDQ4831091FDOQ4831091

Authors: Ursula U. Müller, Anton Schick, Wolfgang Wefelmeyer 

Publication date: 20 December 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001624846

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• scientific article; zbMATH DE number 1337346

zbMATH Keywords

Constrained ModelEfficient Influence Functioni.i.d RepresentationLocal Polynomial SmootherPlug-in Estimator

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric regression and quantile regression (62G08) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Nonparametric estimating equations based on a penalized information criterion
• On Quasi Likelihood Equations with Non-parametric Weights
• Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
• Testing for superiority among two regression curves
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• Estimating the innovation distribution in nonlinear autoregressive models
• Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response

Cited In (17)

• A bootstrap version of the residual-based smooth empirical distribution function
• Error variance function estimation in nonparametric regression models
• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
• Some developments in semiparametric statistics
• Specification tests in nonparametric regression
• Non-parametric estimation of the residual distribution
• Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Estimating linear functionals of the error distribution in nonparametric regression
• Models as approximations. II. A model-free theory of parametric regression
• The functional model for error in variables regression: General study and example
• Title not available (Why is that?)
• A consistent estimator in general functional errors-in-variables models.
• Empirical likelihood estimators for the error distribution in nonparametric regression models
• Error Estimates for Multivariate Regression on Discretized Function Spaces
• Title not available (Why is that?)
• Goodness-of-fit tests for parametric regression with selection biased data

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