Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151524 | Statistics & Probability Letters | 2016 | 9 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Justin Chown,