Kiwitt, Sebastian; Nagel, Eva-Renate; Neumeyer, Natalie - Institut für Wirtschafts- und Sozialstatistik, … - 2005
The aim of this paper is to show that existing estimators for the error distribution in nonparametric regression models can be improved when additional information about the distribution is included by the empirical likelihood method. The weak convergence of the resulting new estimator to a...
