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Optimal nonparametric estimation of the density of regression errors with finite support

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  • Sam Efromovich

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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;The Institute of Statistical Mathematics, vol. 59(4), pages 617-654, December.
    • Handle: RePEc:spr:aistmt:v:59:y:2007:i:4:p:617-654
    DOI: 10.1007/s10463-006-0067-3
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    References listed on IDEAS

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    1. Efromovich S., 2001. "Density Estimation Under Random Censorship and Order Restrictions: From Asymptotic to Small Samples," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 667-684, June.
    2. 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.
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    Cited by:

    1. Györfi, László & Walk, Harro, 2012. "Strongly consistent density estimation of the regression residual," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1923-1929.
    2. Sandra Plancade, 2011. "Model selection for hazard rate estimation in presence of censoring," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(3), pages 313-347, November.
    3. Kengo Kato, 2012. "Asymptotic normality of Powell’s kernel estimator," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 255-273, April.

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