Empirical likelihood estimators for the error distribution in nonparametric regression models

DOI10.3103/S1066530708030058zbMATH Open1231.62067OpenAlexW2091180189MaRDI QIDQ734542FDOQ734542

Authors: E.-R. Nagel, Natalie Neumeyer, Sebastian Kiwitt 

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530708030058

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zbMATH Keywords

empirical distribution functionestimating functionOwen estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Cites Work

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Cited In (19)

• Empirical likelihood and general relative error criterion with divergent dimension
• Efficient estimation of the error distribution in a varying coefficient regression model
• A nonparametric regression estimator that adapts to error distribution of unknown form
• Pseudo-empirical likelihood estimation using nonparametric regression
• A note on residual-based empirical likelihood kernel density estimation
• Estimating the conditional error distribution in non-parametric regression
• Title not available (Why is that?)
• Improved density and distribution function estimation
• Emprical maximum likelihood estimators in nonlinear semiparametric regression models
• Estimating the error distribution function in semiparametric additive regression models
• Local polynomial fitting based on empirical likelihood
• Adjusted empirical likelihood analysis of restricted mean survival time for length-biased data
• Estimation of the error distribution in a varying coefficient regression model
• Estimation of the density of regression errors by pointwise model selection
• Empirical likelihood estimators for the error distribution in nonparametric regression models
• Estimating the innovation distribution in nonparametric autoregression
• Empirical likelihood estimators of the error variances in linear models
• Error inference for nonparametric regression
• Multiplicative distortion measurement errors linear models with general moment identifiability condition

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