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Estimating functionals of the error distribution in parametric and nonparametric regression

✍ Scribed by Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang

Book ID
127172341
Publisher
Taylor and Francis Group
Year
2004
Tongue
English
Weight
228 KB
Volume
16
Category
Article
ISSN
1048-5252

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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 -consis