L₁-consistent estimation of the density of residuals in random design regression models

DOI10.1016/J.SPL.2011.09.023zbMATH Open1229.62042OpenAlexW2012765588MaRDI QIDQ654496FDOQ654496

Authors: Tina Felber, Michael Kohler, Adam Krzyżak, Luc Devroye 

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.023

Recommendations

• scientific article; zbMATH DE number 991591
• Strongly consistent density estimation of the regression residual
• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
• Residuals density estimation in nonparametric regression
• Asymptotics of the residuals density estimation in nonparametric regression under \(m(n)\)-dependent sample
• Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
• Distributionally robust \(L_1\)-estimation in multiple linear regression
• Estimating the density of the residuals in autoregressive models

zbMATH Keywords

residualsdensity estimationnonparametric regressionuniversal consistency\(L_{1}\) error

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Weak convergence of the sample distribution function when parameters are estimated
• Remarks on Some Nonparametric Estimates of a Density Function
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Estimation of a Probability Density Function and Mode
• Histogram regression estimation using data-dependent partitions
• A distribution-free theory of nonparametric regression
• Non-parametric estimation of the residual distribution
• Title not available (Why is that?)
• Estimation of the density of regression errors
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
• On the strong universal consistency of nearest neighbor regression function estimates
• Estimating the error distribution in nonparametric multiple regression with applications to model testing
• Title not available (Why is that?)
• The empirical distribution function of residuals from generalised regression
• Residuals density estimation in nonparametric regression
• Consistency of error density and distribution function estimators in nonparametric regression.
• Optimal nonparametric estimation of the density of regression errors with finite support
• Nonparametric regression estimation using penalized least squares
• Title not available (Why is that?)
• Nonparametric estimation via empirical risk minimization
• On the strong universal consistency of a recursive regression estimate by Pál Révész
• On the strong universal consistency of a series type regression estimate

Cited In (4)

• Title not available (Why is that?)
• Estimation of a distribution from data with small measurement errors
• Rate of convergence of the density estimation of regression residual
• Strongly consistent density estimation of the regression residual

This page was built for publication: \(L_1\)-consistent estimation of the density of residuals in random design regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q654496)