Asymptotically efficient estimators for nonparametric heteroscedastic regression models

Jean-Yves Brua

doi:10.1016/j.stamet.2008.02.009

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Asymptotically efficient estimators for nonparametric heteroscedastic regression models

Jean-Yves Brua

Year: 2008 Journal: Statistical Methodology Vol: 6 (1)Pages: 47-60 Publisher: Elsevier BV

DOI: 10.1016/j.stamet.2008.02.009

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Keywords:

Mathematics Heteroscedasticity Nonparametric regression Estimator Applied mathematics Nonparametric statistics Minimax Statistics Kernel (algebra) Asymptotic distribution Kernel regression Econometrics Mathematical optimization Combinatorics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Asymptotically efficient estimators for nonparametric heteroscedastic regression models

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