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

DOI10.1016/J.SPL.2011.09.023MaRDI QIDQ654496zbMATHOpenAlexFDO

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

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)

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Cited in

(5)

• Estimation of a distribution from data with small measurement errors
• scientific article; zbMATH DE number 817565 (Why is no real title available?)
• Universally \(L_1\)-consistent density estimation of errors in a regression model and in a stationary ergodic time series
• Rate of convergence of the density estimation of regression residual
• Strongly consistent density estimation of the regression residual

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