Estimating functionals of the error distribution in parametric and nonparametric regression
نویسندگان
چکیده
منابع مشابه
Estimating linear functionals of the error distribution in nonparametric regression
This paper addresses estimation of linear functionals of the error distribution in nonparametric regression models. It derives an i.i.d. representation for the empirical estimator based on residuals, using undersmoothed estimators for the regression curve. Asymptotic efficiency of the estimator is proved. Estimation of the error variance is discussed in detail. In this case, undersmoothing is n...
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ژورنال
عنوان ژورنال: Journal of Nonparametric Statistics
سال: 2004
ISSN: 1048-5252,1029-0311
DOI: 10.1080/10485250310001624846