Estimating the error distribution function in semiparametric regression

被引：24

作者：

Muller, Ursula U. ^{[1
]}

Schick, Anton ^{[2
]}

Wefelmeyer, Wolfgang ^{[3
]}

机构：

[1] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA

[2] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13902 USA

[3] Univ Cologne, Math Inst, D-50931 Cologne, Germany

来源：

STATISTICS & RISK MODELING | 2007年 / 25卷 / 01期

关键词：

Local linear smoother; i.i.d; representation; Donsker class; efficiency;

D O I：

10.1524/stnd.2007.25.1.1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove a stochastic expansion for a residual-based estimator of the error distribution function in a partly linear regression model. It implies a functional central limit theorem. As special cases we cover nonparametric, nonlinear and linear regression models.

引用

页码：1 / 18

页数：18

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