Estimating the error distribution function in semiparametric regression

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.

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Year of publication:	2007
Authors:	Müller, Ursula U. ; Schick, Anton ; Wefelmeyer, Wolfgang
Published in:	Statistics & Decisions. - Oldenbourg Wissenschaftsverlag, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 25.2007, 1, p. 1-18
Publisher:	Oldenbourg Wissenschaftsverlag
Subject:	local linear smoother \| i.i.d. representation \| Donsker class \| efficiency

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Type of publication:	Article
Language:	Undetermined
Other identifiers:	10.1524/stnd.2007.25.1.1 [DOI]
Source:	Other ZBW resources

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