Residuals density estimation in nonparametric regression

DOI10.1016/0167-7152(92)90077-IMaRDI QIDQ1198997zbMATH OpenOpenAlexFDO

Authors I. A. Ahmad

Publication date 16 January 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(92)90077-i

zbMATH Keywords

asymptotic normalityconsistencyresidual variancefunction regressionfixed design regression modelkernel estimate of residuals densityresidual estimators

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Recommendations

• Non-parametric estimation of the residual distribution
• scientific article; zbMATH DE number 991591
• The estimation of residual variance in nonparametric regression
• On the estimation of residual variance in nonparametric regression
• Nonparametric estimation of the density of regression errors
• Asymptotics of the residuals density estimation in nonparametric regression under m(n)-dependent sample
• Nonparametric estimation of density, regression and dependence coefficients
• Nonparametric estimation of mean residual functions

Cites work

• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 4022375 (Why is no real title available?)
• scientific article; zbMATH DE number 3415224 (Why is no real title available?)
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bootstrapping regression models
• Consistent nonparametric multiple regression: the fixed design case
• Consistent nonparametric regression. Discussion
• Estimation Non-paramétrique de la Régression: Revue Bibliographique
• Fitting a multiple regression function
• Nonparametric regression: An up–to–date bibliography
• On Estimation of a Probability Density Function and Mode
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On Strong Consistency of Density Estimates
• On the L 1 convergence of kernel estimators of regression functions with applications in discrimination
• On variance estimation in nonparametric regression
• Probability Inequalities for Sums of Bounded Random Variables
• Probability Inequalities for the Sum of Independent Random Variables
• Residual variance and residual pattern in nonlinear regression
• The estimation of residual variance in nonparametric regression

Cited in

(13)

• Asymptotics of the residuals density estimation in nonparametric regression under m(n)-dependent sample
• Asymptotic normality of Powell's kernel estimator
• A graphical method for estimating the residual variance in nonparametric regression
• Revisiting the estimation of the error density in functional autoregressive models
• Non-parametric estimation of cumulative (residual) extropy
• Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
• Improved density and distribution function estimation
• Non-parametric estimation of the residual distribution
• Estimation of a distribution from data with small measurement errors
• Rate of convergence of the density estimation of regression residual
• scientific article; zbMATH DE number 774850 (Why is no real title available?)
• L₁-consistent estimation of the density of residuals in random design regression models
• Strongly consistent density estimation of the regression residual

This page was built for publication: Residuals density estimation in nonparametric regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1198997)