Work

Estimating the error distribution function in nonparametric regression

Year: 2018

Type: preprint

Abstract: We construct an efficient estimator for the error distribution function of the nonparametric regression model Y = r(Z) + e. Our estimator is a kernel smoothed empirical distribution function based on residuals from an under-smoothed local quadratic smoother for the regression function.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1810.01645

Authors: Müller, Ursula U., Schick, Anton, Wefelmeyer, Wolfgang

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2950169080

Cites: 30

Cited by: 3

Related to: 20