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Nonparametric estimation of the density of the regression noise
- Source :
- Comptes rendus de l'Académie des sciences. Série I, Mathématique, Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2008, 346 (7-8), pp.461-466
- Publication Year :
- 2008
- Publisher :
- Elsevier BV, 2008.
-
Abstract
- This Note presents an estimator of the density of the error in a homoscedastic regression model, based on model selection methods, and propose a bound for the quadratic integrated risk. To cite this article: S. Plancade, C. R. Acad. Sci. Paris, Ser. I 346 (2008).
- Subjects :
- Model selection
010102 general mathematics
Nonparametric statistics
Estimator
Regression analysis
[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]
General Medicine
Density estimation
[ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]
01 natural sciences
Regression
010104 statistics & probability
Quadratic equation
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
Homoscedasticity
Statistics
Statistics::Methodology
[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]
0101 mathematics
ComputingMilieux_MISCELLANEOUS
Mathematics
Subjects
Details
- ISSN :
- 1631073X and 07644442
- Volume :
- 346
- Database :
- OpenAIRE
- Journal :
- Comptes Rendus Mathematique
- Accession number :
- edsair.doi.dedup.....ae83de132d1ee3a890c77b7dcae85dee
- Full Text :
- https://doi.org/10.1016/j.crma.2008.02.021