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 |
Files in This Item:
File | Description | Size | Format | |
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DP_5116_SFB823_Chown.pdf | DNB | 373.28 kB | Adobe PDF | View/Open |
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