Consistency of error density and distribution function estimators in nonparametric regression
โ Scribed by Fuxia Cheng
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 140 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0167-7152
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โฆ Synopsis
This paper considers the problem of estimating the error density and distribution function in nonparametric regression models. Su cient conditions are given under which the histogram error density estimator based on nonparametric residuals is uniformly weakly and strongly consistent, and L 1 -consistent. The uniform consistency with a rate of the nonparametric residual empirical distribution function and the histogram error density estimator is also established.
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