Asymptotic distributions of error density and distribution function estimators in nonparametric regression

DOI10.1016/j.jspi.2003.12.004zbMath1089.62041OpenAlexW2094357753MaRDI QIDQ707046

Fuxia Cheng

Publication date: 9 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.12.004

zbMATH Keywords

Empirical processHistogram density estimationNonparametric residuals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (21)

Smooth simultaneous confidence band for the error distribution function in nonparametric regression ⋮ RCV-based error density estimation in the ultrahigh dimensional additive model ⋮ Robust error density estimation in ultrahigh dimensional sparse linear model ⋮ Adaptive estimation of error density in nonparametric regression with small sample size ⋮ The L_p consistency of error density estimator in censored linear regression ⋮ Extended Glivenko–Cantelli Theorem in Nonparametric Regression ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity ⋮ Asymptotic normality of Powell's kernel estimator ⋮ Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors ⋮ Estimating the error distribution function in semiparametric additive regression models ⋮ Nonparametric estimation of the density of regression errors ⋮ Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band ⋮ Rate of convergence of the density estimation of regression residual ⋮ Estimation of the error density in a semiparametric transformation model ⋮ Strongly consistent density estimation of the regression residual ⋮ Chung–Smirnov property for Bernstein estimators of distribution functions ⋮ Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions ⋮ Estimating the innovation distribution in nonparametric autoregression ⋮ Error density estimation in high-dimensional sparse linear model ⋮ Testing independence in nonparametric regression

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