Adaptive estimation of error density in nonparametric regression with small sample size

DOI10.1016/J.JSPI.2006.01.005MaRDI QIDQ861202zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

softwareoptimalityMISEPinsker oracle

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3211141 (Why is no real title available?)
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• Density Estimation for the Case of Supersmooth Measurement Error
• Estimating linear functionals of the error distribution in nonparametric regression
• Estimation of the density of regression errors
• Exact mean integrated squared error
• Maximum Likelihood Analysis for Heteroscedastic One‐Way Random Effects ANOVA in Interlaboratory Studies
• Nonparametric Estimation of a Density of Unknown Smoothness
• Nonparametric curve estimation. Methods, theory, and applications
• Nonparametric smoothing and lack-of-fit tests
• Optimal nonparametric estimation of the density of regression errors with finite support
• Superefficiency in nonparametric function estimation
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression

Cited in

(9)

• Estimating the conditional error distribution in non-parametric regression
• Asymptotic normality of Powell's kernel estimator
• Optimal nonparametric estimation of the density of regression errors with finite support
• Wavelet-based estimation of regression function for dependent biased data under a given random design
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
• Nonparametric wavelet regression based on biased data
• 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 \(\rho _X\)
• On MISE of a non linear wavelet estimator of the regression function based on biased data under strong mixing

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