Non-parametric Estimation of the Residual Distribution
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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 ()
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- Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel, 2010.
"Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing,"
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- Sam Efromovich, 2007. "Optimal nonparametric estimation of the density of regression errors with finite support," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 59(4), pages 617-654, December.
- Escanciano, Juan Carlos & Jacho-Chávez, David T., 2012. "n-uniformly consistent density estimation in nonparametric regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 167(2), pages 305-316.
- Pardo-Fernández, Juan Carlos, 2007. "Comparison of error distributions in nonparametric regression," Statistics & Probability Letters, Elsevier, Elsevier, vol. 77(3), pages 350-356, February.
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