Authors: Chown, Justin
Title: Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
Language (ISO): en
Abstract: We propose a residual-based empirical distribution function to estimate the distribution function of the errors of a heteroskedastic nonparametric regression with responses missing at random based on completely observed data, and we show this estimator is asymptotically most precise.
Subject Headings: heteroskedastic
empirical distribution function
efficient estimator
transfer principle
local polynomial smoother
nonparametric regression
Subject Headings (RSWK): Fehlerabschätzung
Heteroskedastizität
Nichtparametrische Regression
URI: http://hdl.handle.net/2003/35285
http://dx.doi.org/10.17877/DE290R-17328
Issue Date: 2016
Appears in Collections:Sonderforschungsbereich (SFB) 823

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