Non-parametric Estimation of the Residual Distribution
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association in its journal Scandinavian Journal of Statistics.
Volume (Year): 28 (2001)
Issue (Month): 3 ()
Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Devroye, Luc & Felber, Tina & Kohler, Michael & Krzyżak, Adam, 2012. "L1-consistent estimation of the density of residuals in random design regression models," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 173-179.
- Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur, 2014.
"Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing,"
Journal of Econometrics,
Elsevier, vol. 178(P3), pages 426-443.
- Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel, 2010. "Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing," Boston College Working Papers in Economics 756, Boston College Department of Economics, revised 31 Jan 2012.
- Neumeyer, Natalie, 2007. "A note on uniform consistency of monotone function estimators," Statistics & Probability Letters, Elsevier, vol. 77(7), pages 693-703, April.
- Sam Efromovich, 2007. "Optimal nonparametric estimation of the density of regression errors with finite support," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(4), pages 617-654, December.
- Ivana Komunjer & Andres Santos, 2010.
"Semi-parametric estimation of non-separable models: a minimum distance from independence approach,"
Royal Economic Society, vol. 13(3), pages S28-S55, October.
- Komunjer, Ivana & Santos, Andres, 2009. "Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach," University of California at San Diego, Economics Working Paper Series qt32k957bp, Department of Economics, UC San Diego.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
- Pardo-Fernández, Juan Carlos, 2007. "Comparison of error distributions in nonparametric regression," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 350-356, February.
- Juan Mora, 2005. "The Two-Sample Problem With Regression Errors: An Empirical Process Approach," Working Papers. Serie AD 2005-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Dimitris Politis, 2013. "Rejoinder on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(2), pages 240-250, June.
- Györfi, László & Walk, Harro, 2012. "Strongly consistent density estimation of the regression residual," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1923-1929.
- Alicia Pérez Alonso & Juan Mora, 2008. "Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach," Working Papers. Serie AD 2008-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(3), pages 361-411, September.
- Escanciano, Juan Carlos & Jacho-Chávez, David T., 2012. "n-uniformly consistent density estimation in nonparametric regression models," Journal of Econometrics, Elsevier, vol. 167(2), pages 305-316.
- Shang, Han Lin, 2013. "Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 185-198.
- Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
- Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014. "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 456-470.
- Marie Hušková & Simos Meintanis, 2010. "Tests for the error distribution in nonparametric possibly heteroscedastic regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 19(1), pages 92-112, May.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.