Adaptive estimation of error density in nonparametric regression with small sample size
From MaRDI portal
Publication:861202
DOI10.1016/J.JSPI.2006.01.005zbMATH Open1103.62033OpenAlexW2077159285MaRDI QIDQ861202FDOQ861202
Authors: Sam Efromovich 
Publication date: 9 January 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.01.005
Recommendations
- scientific article; zbMATH DE number 5054705
- Nonparametric estimation of the density of regression errors
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression
- Estimation of the density of regression errors
- A nonparametric regression estimator that adapts to error distribution of unknown form
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Exact mean integrated squared error
- Title not available (Why is that?)
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Title not available (Why is that?)
- Nonparametric smoothing and lack-of-fit tests
- Nonparametric curve estimation. Methods, theory, and applications
- Estimation of the density of regression errors
- Density Estimation Under Random Censorship and Order Restrictions
- Estimating linear functionals of the error distribution in nonparametric regression
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Superefficiency in nonparametric function estimation
- Title not available (Why is that?)
- Nonparametric Estimation of a Density of Unknown Smoothness
- Optimal nonparametric estimation of the density of regression errors with finite support
- Density Estimation for the Case of Supersmooth Measurement Error
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression
- Asymptotic behavior of posterior distribution of the change-point parameter
- Maximum Likelihood Analysis for Heteroscedastic One‐Way Random Effects ANOVA in Interlaboratory Studies
Cited In (9)
- Wavelet-based estimation of regression function for dependent biased data under a given random design
- On MISE of a non linear wavelet estimator of the regression function based on biased data under strong mixing
- Asymptotic normality of Powell's kernel estimator
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Upper bounds for errors of estimators in a problem of nonparametric regression: the adaptive case and the case of unknown measure \(\rho _X\)
- Estimating the conditional error distribution in non-parametric regression
- Optimal nonparametric estimation of the density of regression errors with finite support
- Nonparametric wavelet regression based on biased data
- Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
This page was built for publication: Adaptive estimation of error density in nonparametric regression with small sample size
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q861202)
