Estimating functionals of the error distribution in parametric and nonparametric regression
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10485250310001624846
Reference25 articles.
1. Non-parametric Estimation of the Residual Distribution
2. Adapting for Heteroscedasticity in Linear Models
3. Nonparametric quasi-likelihood
4. A characterization of limiting distributions of regular estimates
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2. Goodness-of-fit tests for parametric regression with selection biased data;Journal of Statistical Planning and Inference;2009-08
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4. Empirical likelihood estimators for the error distribution in nonparametric regression models;Mathematical Methods of Statistics;2008-09
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