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arXiv · 1610.08768

Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data

Justin Chown
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Abstract

A residual-based empirical distribution function is proposed to estimate the distribution function of the errors of a heteroskedastic nonparametric regression with responses missing at random based on completely observed data, and this estimator is shown to be asymptotically most precise.

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Justin Chown. 2016-10-27. Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data. https://doi.org/10.1016/j.spl.2016.04.009

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