Zhang, Jun; Feng, Zhenghui; Xu, Peirong - In: TEST: An Official Journal of the Spanish Society of … 24 (2015) 1, pp. 61-83
<Para ID="Par1">In this paper, we present a method for estimating the conditional distribution function of the model error. Given the covariates, the conditional mean function is modeled as a partial linear model, and the conditional distribution function of model error is modeled as a single-index model. To...</para>