Empirical likelihood estimators for the error distribution in nonparametric regression models
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Cites work
- scientific article; zbMATH DE number 4107947 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- A bootstrap version of the residual-based smooth empirical distribution function
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Asymptotic Statistics
- Asymptotics of the residuals density estimation in nonparametric regression under \(m(n)\)-dependent sample
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
- Comparison of parametric and empirical likelihood functions
- Consistency of error density and distribution function estimators in nonparametric regression.
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Empirical likelihood and general estimating equations
- Empirical likelihood based hypothesis testing
- Empirical likelihood estimators for the error distribution in nonparametric regression models
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical processes with estimated parameters under auxiliary information
- Estimating a distribution function in the presence of auxiliary information
- Estimating functionals of the error distribution in parametric and nonparametric regression
- Estimating linear functionals of the error distribution in nonparametric regression
- Estimating the error distribution function in semiparametric regression
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Goodness‐of‐fit tests for parametric models in censored regression
- Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
- Methodology and Algorithms of Empirical Likelihood
- Non-parametric estimation of the residual distribution
- Numerical recipes in C++. The art of scientific computing
- On Non-Parametric Estimates of Density Functions and Regression Curves
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Pseudo-likelihood theory for empirical likelihood
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Weak convergence and empirical processes. With applications to statistics
- Weighted empirical processes in dynamic nonlinear models.
Cited in
(19)- Local polynomial fitting based on empirical likelihood
- A note on residual-based empirical likelihood kernel density estimation
- Estimating the error distribution function in semiparametric additive regression models
- Efficient estimation of the error distribution in a varying coefficient regression model
- Error inference for nonparametric regression
- Empirical likelihood estimators of the error variances in linear models
- Estimating the conditional error distribution in non-parametric regression
- scientific article; zbMATH DE number 7112204 (Why is no real title available?)
- Emprical maximum likelihood estimators in nonlinear semiparametric regression models
- Adjusted empirical likelihood analysis of restricted mean survival time for length-biased data
- Estimation of the density of regression errors by pointwise model selection
- Estimation of the error distribution in a varying coefficient regression model
- Estimating the innovation distribution in nonparametric autoregression
- Improved density and distribution function estimation
- A nonparametric regression estimator that adapts to error distribution of unknown form
- Pseudo-empirical likelihood estimation using nonparametric regression
- Multiplicative distortion measurement errors linear models with general moment identifiability condition
- Empirical likelihood estimators for the error distribution in nonparametric regression models
- Empirical likelihood and general relative error criterion with divergent dimension
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