Strongly consistent density estimation of the regression residual
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Publication:712519
DOI10.1016/j.spl.2012.06.021zbMath1312.62047MaRDI QIDQ712519
Publication date: 17 October 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.021
nonparametric regression estimation; heteroscedastic regression; nonparametric kernel density estimation; regression residual
62G08: Nonparametric regression and quantile regression
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
Related Items
Estimation of a distribution from data with small measurement errors, Revisiting the estimation of the error density in functional autoregressive models, Improved density and distribution function estimation
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