A Convolution Estimator for the Density of Nonlinear Regression Observations
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References listed on IDEAS
- Sam Efromovich, 2000. "Adaptive Estimation of the Integral of Squared Regression Derivatives," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(2), pages 335-351.
- Saavedra, Ángeles & Cao, Ricardo, 1999. "Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process," Stochastic Processes and their Applications, Elsevier, vol. 80(2), pages 129-155, April.
- Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November.
More about this item
KeywordsConvergence rate; Convolution estimator; Kernel function; Mean squared error; Nonparametric density estimation;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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