Estimating the error distribution function in semiparametric regression
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DOI: 10.1524/stnd.2007.25.1.1
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References listed on IDEAS
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- Kiwitt, Sebastian & Nagel, Eva-Renate & Neumeyer, Natalie, 2005. "Empirical likelihood estimators for the error distribution in nonparametric regression models," Technical Reports 2005,45, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Michael G. Akritas & Ingrid Van Keilegom, 2001. "Non‐parametric Estimation of the Residual Distribution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(3), pages 549-567, September.
Citations
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Cited by:
- Juan Mora & Alicia Pérez-Alonso, 2009.
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- 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).
- Györfi, László & Walk, Harro, 2012. "Strongly consistent density estimation of the regression residual," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1923-1929.
- 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.
- Florens , Mark & Simar, Leopold & Van Keilegom, Ingrid, 2011. "Frontier estimation in nonparametric location-scale models," LIDAM Discussion Papers ISBA 2011030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid, 2013. "Frontier estimation in nonparametric location-scale models," LIDAM Reprints ISBA 2013035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Neumeyer, Natalie, 2009. "Testing independence in nonparametric regression," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1551-1566, August.
- Neumeyer, Natalie & Van Keilegom, Ingrid, 2010. "Estimating the error distribution in nonparametric multiple regression with applications to model testing," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1067-1078, May.
- Justin Chown & Ursula U. Müller, 2013. "Efficiently estimating the error distribution in nonparametric regression with responses missing at random," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(3), pages 665-677, September.
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