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Optimal nonparametric estimation of the density of regression errors with finite support

✍ Scribed by Sam Efromovich


Book ID
106340737
Publisher
Springer Japan
Year
2006
Tongue
English
Weight
349 KB
Volume
59
Category
Article
ISSN
0020-3157

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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