Empirical likelihood estimators for the error distribution in nonparametric regression models

Link:
Autor/in:
Erscheinungsjahr:
2008
Medientyp:
Text
Schlagworte:
  • Owen estimator
  • empirical distribution function
  • empirical likelihood
  • error distribution
  • estimating function
  • nonparametric regression
Beschreibung:
  • The aim of this paper is to show that existing estimators for the error distribution in non-parametric regression models can be improved when additional information about the distribution is included by the empirical likelihood method. The weak convergence of the resulting new estimator to a Gaussian process is shown and the performance is investigated by comparison of asymptotic mean squared errors and by means of a simulation study. © 2008 Allerton Press, Inc.
Lizenz:
  • info:eu-repo/semantics/closedAccess
Quellsystem:
Forschungsinformationssystem der UHH
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Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/04324c46-5b87-423a-b218-0188e0b52378