Estimating functionals of the error distribution in parametric and nonparametric regression
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- scientific article; zbMATH DE number 1337346
Cites work
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- Estimating linear functionals of the error distribution in nonparametric regression
- Estimating the innovation distribution in nonlinear autoregressive models
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- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
- Non-parametric estimation of the residual distribution
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- Nonparametric quasi-likelihood
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- Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
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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
- Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
- Non-parametric estimation of the residual distribution
- 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
- scientific article; zbMATH DE number 6607894 (Why is no real title available?)
- 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
- scientific article; zbMATH DE number 4199350 (Why is no real title available?)
- Goodness-of-fit tests for parametric regression with selection biased data
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