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
收藏
页码：1 / 18
页数：18
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