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Journal of Nonparametric Statistics Volume 16, 2004 - Issue 3-4: The International Conference on Recent Trends and Directions in Nonparametric Statistics (Part II)
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Estimating functionals of the error distribution in parametric and nonparametric regression

Ursula U. Müller Department of Mathematics, University of Bremen, Bremen, GermanyCorrespondence[email protected]
,
Anton Schick Department of Mathematical Sciences, Binghamton University, Binghamtom, NY, USA
&
Wolfgang Wefelmeyer Mathematical Institute, University of Cologne, Cologne, Germany
Pages 525-548 | Received 04 Feb 2003, Accepted 30 Jul 2003, Published online: 31 Jan 2007

Citations (9)

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Read on this site (2)

Anton Schick & Wolfgang Wefelmeyer. (2008) Some Developments in Semiparametric Statistics. Journal of Statistical Theory and Practice 2:3, pages 475-491.
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Natalie Neumeyer. (2008) A bootstrap version of the residual-based smooth empirical distribution function. Journal of Nonparametric Statistics 20:2, pages 153-174.
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Articles from other publishers (7)

Jiangyan Wang, Rong Liu, Fuxia Cheng & Lijian Yang. (2014) Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band. The Annals of Statistics 42:2.
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Jorge L. Ojeda Cabrera & Ingrid Van Keilegom. (2009) Goodness-of-fit tests for parametric regression with selection biased data. Journal of Statistical Planning and Inference 139:8, pages 2836-2850.
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S. Kiwitt, E. -R. Nagel & N. Neumeyer. (2008) Empirical likelihood estimators for the error distribution in nonparametric regression models. Mathematical Methods of Statistics 17:3, pages 241-260.
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John H.J. Einmahl & Ingrid Van Keilegom. (2008) Specification tests in nonparametric regression. Journal of Econometrics 143:1, pages 88-102.
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Ursula U. Müller, Anton Schick & Wolfgang Wefelmeyer. 2006. Probability, Statistics and Modelling in Public Health. Probability, Statistics and Modelling in Public Health 350 363 .
Anton Schick & Wolfgang Wefelmeyer. (2004) Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes. Bernoulli 10:5.
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John H. J. Einmahl & Ingrid van Keilegom. (2006) Goodness-of-Fit Tests in Nonparametric Regression. SSRN Electronic Journal.
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